Computes the bond price given different inputs.

ivt_bond_price_1(face_value, coupon_rate, maturity_years, yield)

ivt_bond_price_2(face_value, coupon_rate, maturity_years, yield,
  coupon_frequency = c("annual", "semi-annual", "quarterly", "monthly"))

ivt_bond_price_3(face_value, redemption_value, coupon_rate, yield,
  settlement_date, maturity_date, coupon_frequency = c("annual",
  "semi-annual", "quarterly"))

ivt_bond_price_4(face_value, coupon_rate, yield, settlement_date,
  maturity_date, coupon_frequency = c("annual", "semi-annual",
  "quarterly", "monthly"))

Arguments

face_value

Face value of the bond.

coupon_rate

Coupon rate of the bond.

maturity_years

Years to maturity.

yield

Yield to maturity.

coupon_frequency

Frequency of coupon payments.

redemption_value

Redemption value of the bond.

settlement_date

Settlement date of the bond.

maturity_date

Maturity date of the bond.

Examples

ivt_bond_price_1(1000, 10, 15, 12)
#> [1] 863.7827
ivt_bond_price_2(1000, 10, 15, 12, "semi-annual")
#> [1] 862.3517
ivt_bond_price_3(1000, 1690, 8.2, 10.8, '2018-06-16', '2019-06-16', 'annual')
#> [1] 1599.278
ivt_bond_price_4(1000, 8.2, 10.8, '2018-06-16', '2018-09-07')
#> [1] 994.3745