Properties of 100 plain vanilla fixed coupon corporate bonds.
A simulated dataset of 100 plain vanilla fixed coupon corporate bonds issued in 2016.
data
Format
A data frame with 100 rows and 12 variables:
- ID.No: Identification number of the security.
- Coup.Type: Type of the bond's coupon.
- Issue.Date: The bond's issue date. Object of class Date with format
"%Y-%m-%d".
- FIAD.Input: Date on which the interest accrual starts (so-called "dated date"). Object of class Date with format
"%Y-%m-%d".
- FIPD.Input: First interest payment date after
Issue.Date. Object of class Date with format "%Y-%m-%d".
- LIPD.Input: Last interest payment date before
Mat.Date. Object of class Date with format "%Y-%m-%d".
- Mat.Date: So-called "maturity date" i.e. date on which the redemption value and the final interest are paid. Object of class Date with format
"%Y-%m-%d".
- CpY.Input: Number of interest payments per year. Object of class numeric.
- Coup.Input: The nominal interest p.a. of the bond in percent. Object of class numeric.
- RV.Input: The face value (= redemption value, par value) of the bond in percent.
- DCC.Input: The day count convention the bond follows. Type ?AccrInt for details.
- EOM.Input: Boolean indicating whether the bond follows the End-of-Month rule.
data(SomeBonds2016)