fGetTimesLibor: Extract the payment date of a LIBOR agreement in years
In SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction
View source: R/fCreateTimeVector.R
fGetTimesLibor R Documentation
Extract the payment date of a LIBOR agreement in years
Description
Extract the payment date of a LIBOR agreement in years
Usage
fGetTimesLibor(dfInstrument)
Arguments
dfInstrument
A dataframe of instuments with at
least columns Type and Tenor
SmithWilsonYieldCurve documentation built on Sept. 12, 2024, 7:36 a.m.
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View source: R/fCreateTimeVector.R
| fGetTimesLibor | R Documentation |
Extract the payment date of a LIBOR agreement in years
Description
Extract the payment date of a LIBOR agreement in years
Usage
fGetTimesLibor(dfInstrument)
Arguments
dfInstrument |
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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