ABSTRACT

This chapter focuses on how to use R language to analyze bonds and make bond investments and arbitrages. The low-risk bond investment can be a better choice of investment and financing. The chapter emphases what is an enterprise bond and how to find transaction opportunities for enterprise bonds in the financial market. A treasury bond repo transaction, also known as a treasury bond spot trading, refers to the process that a seller sells bonds in the treasury bond market with attached provisions that the seller will repurchase the bonds at a pre-agreed price in a certain period of time. Fiscal revenue and expenditure can be balanced by increasing tax revenues, increasing currency issuance or issuing treasury bonds. To trade book entry securities, an investor must open an account in the securities exchange. Due to the paperless issuance and trading of the book-entry treasury bonds, the trading is of high efficiency, low cost and transaction safety.