31 lines
509 B
Text
31 lines
509 B
Text
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\name{zerobond}
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\alias{zerobond}
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\title{zerobond}
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\usage{
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zerobond(eval.time, expiry.time, rate, face = 1)
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}
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\arguments{
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\item{eval.time}{Evaluation time}
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\item{expiry.time}{Expiry time}
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\item{rate}{Continuously compounded interest rate (force
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of interest)}
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\item{face}{Face value}
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}
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\value{
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Actualised price of bond
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}
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\description{
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Evaluate the price of a zero coupon bond
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}
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\details{
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Evaluates the actualised price of a bond using interest
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rate and face value
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}
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\author{
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François Pelletier
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}
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