as_ircurve: Create an interest rates curve

In actuaryr: Develop Actuarial Models

Description

Creates an object of class ircurve which represents in interest rates curve. The curve cosists of interest rates and is of type either "forward" or "spot". The interest rates curve can be for monthly or yearly periods.

Usage

as_ircurve(rates = double(), type = "forward", period = "year")

Arguments

rates	vector of rates
type	"forward" or "spot"
period	"year" or "month"

Value

Interest rates curve, an object of class ircurve.

Examples

as_ircurve(c(0.01, 0.015))
as_ircurve(c(0.002, 0.001), type = "spot", period = "month")

Example output

Interest rate curve
Type:   forward 
Period: year 
Rates:
[1] 0.010 0.015
Interest rate curve
Type:   spot 
Period: month 
Rates:
[1] 0.002 0.001

actuaryr documentation built on April 14, 2020, 6:15 p.m.