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xiaoluffy / YTM-Sensitivity-Analysis-VaR

Forked from lonlonago/YTM-Sensitivity-Analysis-VaR

参照最新债券收益率计算方法计算债券的全价、净价、现金流、敏感性分析(久期、修正久期、关键期限久期、凸性)，以及单个债券及组合 VaR

R 1 Updated Apr 29, 2017