Description Usage Arguments Value Examples
Changes the period of an interest rates curve (object of class ircurve) from year to monthl or vice versa.
1 | change_period(ircurve, to)
|
ircurve |
an object of class ircurve |
to |
"year" or "month" |
An object of class ircurve with changed type.
1 2 | my_ircurve <- as_ircurve(rep(0.01, 12), period = "month")
change_period(my_ircurve, to = "year")
|
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