fra: Calculate the forward rate.
In GUIDE: GUI for DErivatives in R
Description
Usage
Details
Value
Author(s)
References
See Also
Description
Function to Calculate the forward rate.
Usage
1
fra()
Details
The user inputs are as follows:
Months1: number of months for the loan period to begin- enter 3 for 3 months
Rate1: enter in decimals. For e.g. 5
Months2: number of months for the loan period to end- enter 6 for 6 months
Rate2: enter in decimals. For e.g. 8
Frequency of spot rates: chosen between Continuous and Loan period
Value
The forward rate of interest.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
forwardcurrency,forwardcommodity
GUIDE documentation built on May 2, 2019, 9:32 a.m.
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Description Usage Details Value Author(s) References See Also
Description
Function to Calculate the forward rate.
Usage
1 | fra()
|
Details
The user inputs are as follows:
Months1: number of months for the loan period to begin- enter 3 for 3 months
Rate1: enter in decimals. For e.g. 5
Months2: number of months for the loan period to end- enter 6 for 6 months
Rate2: enter in decimals. For e.g. 8
Frequency of spot rates: chosen between Continuous and Loan period
Value
The forward rate of interest.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
forwardcurrency,forwardcommodity
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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