Hi: I am not able to find a function that would calculate bond duration, convexity and other sensitivities. If RQuantLib does not have it, please recommend some other library that I can use. Rgds, Brijesh
-------------------------------------------------------------------------- This message w/attachments (message) may be privileged, ...{{dropped:30}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.