create_maturities_matrix      package:termstrc      R Documentation

_M_a_t_u_r_i_t_y _M_a_t_r_i_x _C_r_e_a_t_i_o_n

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

     Creates a matrix of maturities for a specified group of bonds. The
     number of rows is the number of cashflows for the bond with the
     longest maturity.

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

     create_maturities_matrix(group, include_price = FALSE)

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

   group: group name

include_price: if TRUE the dirty price is included

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

     matrix

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

     Robert Ferstl, Josef Hayden

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

     'create_cashflows_matrix'

