fCreateTimeVector: Extract a vector of cashflow times in years from a list of...

Description Usage Arguments

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 29, 2017, 3:36 p.m.

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