{"repo":"wilsonfreitas/R-fixedincome","free":true,"listed":false,"github":"https://github.com/wilsonfreitas/R-fixedincome","clone":"git clone https://github.com/wilsonfreitas/R-fixedincome.git","description":"Fixed income tools for R","language":"R","stars":64,"topics":["spot-rate-curve","interpolation","pricing-bonds","plot","r","fixed-income","bonds","finance","calendar"],"license":null,"category":"productivity","readme_excerpt":"fixedincome Calculations involving interest rates are usually very easy and straightforward, but sometimes it involves specific issues that makes the task of writing structured and reproducible code for it chalenging and annoying. The fixedincome package brings many functions to strucutre and create facilities to handle with interest rates, term structure of interest rates and specific issues regarding compounding rates and day count rules, for example. Below there are a few examples on how to create and make calculations with interest rates using fixedincome . Installation You can install from CRAN with: You can install the development version of fixedincome from GitHub with: Examples To create an interest rate we need to specify 4 elements: - the value of the interest rate itself, a decimal number - the compounding regime of interest rate, that can be simple , discrete or continuous . - the day count rule which defines how interest is accrued over time, we have a few options, for example, actual/360 where the days between two dates are calculated as the difference and the year is assumed to be 360 days. - the calendar used to count the number of days between two dates, we have actual calendar that compute the difference between two dates. There is another important topic that wasn’t declared here that is the frequency of interest. To start with the things simple fixedincome handles only with annual rates since this represents the great majority of rates used in financial ma","default_branch":null,"files":null,"tree":[],"storefront":"/r/wilsonfreitas","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/wilsonfreitas/R-fixedincome/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}