maturity_range           package:termstrc           R Documentation

_M_a_t_u_r_i_t_y _R_a_n_g_e _f_o_r _B_o_n_d _D_a_t_a _S_e_t

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

     The function restricts a bond data set to a specified maturity
     range.

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

     maturity_range(bonddata, lower, upper)

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

bonddata: bond dataset

   lower: lower bound of maturity spectrum

   upper: upper bound of maturity spectrum

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

     Robert Ferstl, Josef Hayden

