fGetCashflowsSwap: Gets the cashflow schedule for a swap

Description Usage Arguments

View source: R/fCreateCashflowMatrix.R

Description

Gets the cashflow schedule for a swap

Usage

1
  fGetCashflowsSwap(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 May 29, 2017, 3:36 p.m.

Search within the SmithWilsonYieldCurve package
Search all R packages, documentation and source code