change_type: Change the type of an interest rates curve

Description Usage Arguments Value Examples

View source: R/ircurve.R

Description

Changes the type of an interest rates curve (object of class ircurve) from forward to spot or vice versa.

Usage

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change_type(ircurve, to)

Arguments

ircurve

an object of class ircurve

to

"forward" or "spot"

Value

An object of class ircurve with changed type.

Examples

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my_ircurve <- as_ircurve(c(0.1, 0.2, 0.3), type = "spot")
change_type(my_ircurve, to = "forward")

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