fCreateCashflowMatrix: Returns the matrix of cashflows for the list of instruments
In SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction
View source: R/fCreateCashflowMatrix.R
fCreateCashflowMatrix R Documentation
Returns the matrix of cashflows for the list of instruments
Description
Returns the matrix of cashflows for the list of
instruments
Usage
fCreateCashflowMatrix(dfInstruments)
Arguments
dfInstruments
A set of market instruments as a
dataframe with columns Type, Tenor, Frequency and Rate
with Type in (LIBOR, SWAP, BOND), Tenor the instrument maturity
in years and rate the rate per annum
SmithWilsonYieldCurve documentation built on Sept. 12, 2024, 7:36 a.m.
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View source: R/fCreateCashflowMatrix.R
| fCreateCashflowMatrix | R Documentation |
Returns the matrix of cashflows for the list of instruments
Description
Returns the matrix of cashflows for the list of instruments
Usage
fCreateCashflowMatrix(dfInstruments)
Arguments
dfInstruments |
A set of market instruments as a dataframe with columns Type, Tenor, Frequency and Rate with Type in (LIBOR, SWAP, BOND), Tenor the instrument maturity in years and rate the rate per annum |
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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