fCreateTimeVector: Extract a vector of cashflow times in years from a list of...
In SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction
View source: R/fCreateTimeVector.R
Description
Assumes that LIBOR tenor is in days, with 365 days per
year. Assumes that SWAPs are semi-annual Returns a vector
of all unique cashflow times in years
Usage
1
fCreateTimeVector(dfInstruments)
Arguments
dfInstruments
A dataframe of instuments with at
least columns Type and Tenor
SmithWilsonYieldCurve documentation built on May 2, 2019, 2:16 a.m.
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View source: R/fCreateTimeVector.R
Description
Assumes that LIBOR tenor is in days, with 365 days per year. Assumes that SWAPs are semi-annual Returns a vector of all unique cashflow times in years
Usage
1 | fCreateTimeVector(dfInstruments)
|
Arguments
dfInstruments |
A dataframe of instuments with at least columns Type and Tenor |
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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