The continuously compounded yield of the bond portfolio expressed in decimal format (i.e. 1 percent = 0.01).
coupons
An array of doubles where the first term corresponds to the amount paid by the next coupon paid by the bond, the second term corresponds to the coupon after that and so on.
time2Coupons
An array where the first element is the time in years until the first coupon payment, the second term is the time (in years) until the second coupon payment and so on.
principleSum
The principle sum paid at the maturity of the bond.