Dear Forum
I have following details of bond_instrument
bond_data = data.frame(bond.name = c("ABC"), settlement.date = c("04/26/2013"),
maturity.date = c("02/01/2014"), coupon.rate = 0.05, ytm = 0.08,
redemption.value = 1.0, frequency = 2, actual = 364)
> bond_data
bond.name settlemen.date maturity.date coupon.rate ytm1 ABC
04/26/2013 02/01/2014 0.05 0.08
redemption.value frequency actual
1 100 2 364
I need to calculate clean_price of this bond. In excel it can be calculated as
Clean price = PRICE(settlement, maturity, rate, yld, redemption, frequency,
[basis] )
How this can be done in R?
Regards
Katherine Gobin
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