R: Calculates Bond Values and Interest Rate Curves for Finance

# Calculates Bond Values and Interest Rate Curves for Finance

## Documentation for package ‘QuantBondCurves’ version 0.3.2

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

accrued.interests | Accrued interest
average.life | Weighted Average Life
basis.curve | Basis Curve
bond.price2rate | From a price to a rate
coupon.dates | Coupon date payments
coupons | Coupon payment calculation
curve.calculation | Curve calculation
curve.calibration | Curve calibration
discount.factors | Discount factors
discount.time | Quantil's discount time convention
fwd2spot | Forward curve conversion
price.dirty2clean | From one price to another
sens.bonds | Bond Sensitivity
spot2forward | Spot curve conversion
valuation.bonds | Bond valuation
valuation.swaps | Swap valuation