fGetCashflowsLibor: Gets the cashflow schedule for a LIBOR agreement
In SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction
View source: R/fCreateCashflowMatrix.R
fGetCashflowsLibor R Documentation
Gets the cashflow schedule for a LIBOR agreement
Description
Gets the cashflow schedule for a LIBOR agreement
Usage
fGetCashflowsLibor(dfInstrument)
Arguments
dfInstrument
A set of market instruments as a
dataframe with columns Type, Tenor and Rate with Type in
(LIBOR, SWAP), 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
| fGetCashflowsLibor | R Documentation |
Gets the cashflow schedule for a LIBOR agreement
Description
Gets the cashflow schedule for a LIBOR agreement
Usage
fGetCashflowsLibor(dfInstrument)
Arguments
dfInstrument |
A set of market instruments as a dataframe with columns Type, Tenor and Rate with Type in (LIBOR, SWAP), 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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