Price Using Term Structure

Price instrument using interest-rate term structure

Functions

bondbyzero Price bond from set of zero curves
cfbyzero Price cash flows from set of zero curves
fixedbyzero Price fixed-rate note from set of zero curves
floatbyzero Price floating-rate note from set of zero curves
intenvprice Price instruments from set of zero curves
intenvsens Instrument price and sensitivities from set of zero curves
swapbyzero Price swap instrument from set of zero curves
floatmargin Margin measures for floating-rate bond
floatdiscmargin Discount margin for floating-rate bond
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