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Price Using Term Structure

Price instrument using interest-rate term structure

Functions

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bondbyzeroPrice bond from set of zero curves
cfbyzeroPrice cash flows from set of zero curves
fixedbyzeroPrice fixed-rate note from set of zero curves
floatbyzeroPrice floating-rate note from set of zero curves
intenvpricePrice instruments from set of zero curves
intenvsensInstrument price and sensitivities from set of zero curves
swapbyzeroPrice swap instrument from set of zero curves and price cross-currency swaps
floatmarginMargin measures for floating-rate bond
floatdiscmarginDiscount margin for floating-rate bond

Examples and How To

Concepts