fCreateCashflowMatrix: Returns the matrix of cashflows for the list of instruments

Description Usage Arguments

View source: R/fCreateCashflowMatrix.R

Description

Returns the matrix of cashflows for the list of instruments

Usage

1
  fCreateCashflowMatrix(dfInstruments)

Arguments

dfInstruments

A set of market instruments as a dataframe with columns Type, Tenor, Frequency and Rate with Type in (LIBOR, SWAP), Tenor the instrument maturity in years and rate the rate per annum


SmithWilsonYieldCurve documentation built on May 29, 2017, 3:36 p.m.