Conversion yield curve to bond prices
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Hi
I had a look at the finance toolbox, and wonder if there are existing tools to convert my daily 4-year historical yield curve data (for 1 year : 1: 27 year maturities) into corresponding bond prices?
ps: my aim is to compute the bonds' return and apply
factoran(returns, p)
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le 27 Juil 2015
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