fGetTimesLibor: Extract the payment date of a LIBOR agreement in years

Description Usage Arguments

View source: R/fCreateTimeVector.R

Description

Extract the payment date of a LIBOR agreement in years

Usage

1
  fGetTimesLibor(dfInstrument)

Arguments

dfInstrument

A dataframe of instuments with at least columns Type and Tenor


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