CapeTools Bonds

CapeTools Bonds

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In total there are 6 functions present within the CapeTools Bonds category of functions.

General Description

Functions for constructing a Bond object given a yieldcurve. You can construct FixedCoupon, FloatingRate, MoneyMarket or ZeroCoupon Bond objects.

You can query and price these bond objects via functions present within the 'CapeTools Query Bonds' category of functions.

Function list.

AmortFixedCouponBond - Creates an amortised fixed coupon bond object.
AmortFloatingRateBond - Creates an amortised floating rate bond object.
FixedCouponBond - Creates a fixed coupon bond object.
FloatingRateBond - Creates a floating rate bond object.
MoneyMarketBond - Creates a MoneyMarket bond object.
ZeroCouponBond - Creates a ZeroCoupon bond object.