bond_yields             package:termstrc             R Documentation

_B_o_n_d _Y_i_e_l_d _C_a_l_c_u_l_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Function for the calculation of bond yields.

_U_s_a_g_e:

     bond_yields(cashflows, m, tol = 1e-10)

_A_r_g_u_m_e_n_t_s:

cashflows: matrix with the bonds cashflows 

       m: maturity matrix

     tol: desired accuracy for function 'uniroot' 

_V_a_l_u_e:

     matrix with the bond yields and the associated maturities

_A_u_t_h_o_r(_s):

     Robert Ferstl, Josef Hayden

_R_e_f_e_r_e_n_c_e_s:

     David Bolder and David Streliski (1999): Yield Curve Modelling at
     the Bank of Canada._Technical Report No 84 Bank of Canada_

_S_e_e _A_l_s_o:

     'uniroot'

_E_x_a_m_p_l_e_s:

