fixedincome
Fixed Income Models, Calculations, Data Structures and Instruments

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Functions
251
Source code
27
Man pages
38
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fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments
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API

API for fixedincome
Fixed Income Models, Calculations, Data Structures and Instruments

Global functions
!=,Compounding,Compounding-method Man page
!=,SpotRate,SpotRate-method Man page
.onAttach Source code
.parse_spotrate Source code
<,SpotRate,SpotRate-method Man page
<=,SpotRate,SpotRate-method Man page
==,Compounding,Compounding-method Man page
==,SpotRate,SpotRate-method Man page
>,SpotRate,SpotRate-method Man page
>=,SpotRate,SpotRate-method Man page
Arith,SpotRate,SpotRate-method Man page
Arith,SpotRate,numeric-method Man page
Arith,numeric,SpotRate-method Man page
Compare,SpotRate,numeric-method Man page
Compare,numeric,SpotRate-method Man page
Compounding-class Man page
Continuous-class Man page
ContinuousCompoundingClass Man page
DateRangeTerm-class Man page
Daycount-class Man page
Discrete-class Man page
DiscreteCompoundingClass Man page
FlatForward-class Man page
ForwardRate-class Man page
HermiteSpline-class Man page
Interpolation-class Man page
Linear-class Man page
LogLinear-class Man page
MonotoneSpline-class Man page
NaturalSpline-class Man page
NelsonSiegel-class Man page
NelsonSiegelSvensson-class Man page
Ops,Term,Term-method Man page
Simple-class Man page
SimpleCompoundingClass Man page
SpotRate-class Man page
SpotRateCurve-class Man page
Term-class Man page
ZeroCurveBRL Man page
[,ForwardRate,missing,missing-method Man page
[,ForwardRate,numeric,missing-method Man page
[,SpotRateCurve,logical,missing-method Man page
[,SpotRateCurve,missing,missing-method Man page
[,SpotRateCurve,numeric,missing-method Man page
[,Term,logical,ANY-method Man page
[,Term,numeric,ANY-method Man page
[<-,ForwardRate,numeric,missing,SpotRate-method Man page
[<-,SpotRateCurve,logical,missing,numeric-method Man page
[<-,SpotRateCurve,numeric,missing,SpotRate-method Man page
[[,SpotRateCurve,missing,missing-method Man page
[[,SpotRateCurve,numeric,missing-method Man page
[[<-,SpotRateCurve,missing,missing,SpotRateCurve-method Man page
[[<-,SpotRateCurve,numeric,missing,SpotRate-method Man page
[[<-,SpotRateCurve,numeric,missing,numeric-method Man page
`[.SpotRate` Source code
`[<-.SpotRate` Source code
as.character,Compounding-method Man page
as.character,Daycount-method Man page
as.character,SpotRate-method Man page
as.character,Term-method Man page
as.character.Continuous Source code
as.character.Daycount Source code
as.character.Discrete Source code
as.character.Simple Source code
as.character.SpotRate Source code
as.character.Term Source code
as.data.frame,ForwardRate-method Man page
as.data.frame,SpotRateCurve-method Man page
as.forwardrate Man page Source code
as.forwardrate.SpotRate Man page Source code
as.forwardrate.SpotRateCurve Man page Source code
as.spotrate Man page
as.spotrate,ForwardRate-method Man page
as.spotrate,SpotRateCurve-method Man page
as.spotrate,character-method Man page
as.spotratecurve Man page Source code
as.spotratecurve.ForwardRate Man page Source code
as.term Man page
as.term,character-method Man page
autolayer.ForwardRate Man page Source code
autolayer.SpotRateCurve Man page Source code
autoplot.SpotRateCurve Man page Source code
c,ForwardRate-method Man page
c,SpotRate-method Man page
c,SpotRateCurve-method Man page
c,Term-method Man page
c.SpotRate Source code
c.Term Source code
check_slots Source code
closest Man page
closest,SpotRateCurve,Term-method Man page
closest,SpotRateCurve,character-method Man page
compound Man page
compound,Continuous,numeric,numeric-method Man page
compound,Discrete,numeric,numeric-method Man page
compound,ForwardRate,missing,missing-method Man page
compound,Simple,numeric,numeric-method Man page
compound,SpotRate,Date,Date-method Man page
compound,SpotRate,Term,missing-method Man page
compound,SpotRate,numeric,character-method Man page
compound,SpotRateCurve,missing,missing-method Man page
compound,character,numeric,numeric-method Man page
compounding Man page Source code
create_conv_map Source code
d_ns_beta1 Source code
d_ns_beta2 Source code
d_ns_beta3 Source code
d_ns_lambda1 Source code
d_nss_lambda2 Source code
datasets Man page
daycount Man page Source code
dib Man page
dib,Daycount-method Man page
diff,Term-method Man page
discount Man page
discount,ForwardRate,missing,missing-method Man page
discount,SpotRate,Date,Date-method Man page
discount,SpotRate,Term,missing-method Man page
discount,SpotRate,numeric,character-method Man page
discount,SpotRateCurve,missing,missing-method Man page
f_ns_obj Source code
f_nss_obj Source code
first Man page
first,SpotRateCurve,Term-method Man page
first,SpotRateCurve,character-method Man page
fit_interpolation Man page
fit_interpolation,NelsonSiegel,SpotRateCurve-method Man page
fit_interpolation,NelsonSiegelSvensson,SpotRateCurve-method Man page
fixedincome Man page
fixedincome-package Man page
format,Term-method Man page
format.SpotRate Source code
format.Term Source code
forwardrate Man page Source code
forwardrate.SpotRateCurve Man page Source code
forwardrate.numeric Man page Source code
ggplot2-support Man page
ggspotratecurveplot Man page Source code
gr_f_ns_obj Source code
gr_f_nss_obj Source code
hidden_aliases Man page
implied_rate Man page
implied_rate,Continuous,numeric,numeric-method Man page
implied_rate,Discrete,numeric,numeric-method Man page
implied_rate,Simple,numeric,numeric-method Man page
implied_rate,character,numeric,numeric-method Man page
interp_flatforward Man page Source code
interp_hermitespline Man page Source code
interp_linear Man page Source code
interp_loglinear Man page Source code
interp_monotonespline Man page Source code
interp_naturalspline Man page Source code
interp_nelsonsiegel Man page Source code
interp_nelsonsiegelsvensson Man page Source code
interpolate Man page
interpolate,Interpolation,Term-method Man page
interpolate,Interpolation,numeric-method Man page
interpolation Man page
interpolation,SpotRateCurve-method Man page
interpolation-constructor Man page
interpolation<- Man page
interpolation<-,SpotRateCurve,Interpolation-method Man page
interpolation<-,SpotRateCurve,NULL-method Man page
interpolation_error Man page
interpolation_error,SpotRateCurve-method Man page
last Man page
last,SpotRateCurve,Term-method Man page
last,SpotRateCurve,character-method Man page
maturities Man page Source code
ns Source code
nss Source code
parameters Man page
parameters,NelsonSiegel-method Man page
parameters,NelsonSiegelSvensson-method Man page
plot.SpotRateCurve Source code
plot_SpotRateCurve Source code
prepare_interpolation Man page
prepare_interpolation,FlatForward,SpotRateCurve-method Man page
prepare_interpolation,HermiteSpline,SpotRateCurve-method Man page
prepare_interpolation,Linear,SpotRateCurve-method Man page
prepare_interpolation,LogLinear,SpotRateCurve-method Man page
prepare_interpolation,MonotoneSpline,SpotRateCurve-method Man page
prepare_interpolation,NaturalSpline,SpotRateCurve-method Man page
prepare_interpolation,NelsonSiegel,SpotRateCurve-method Man page
prepare_interpolation,NelsonSiegelSvensson,SpotRateCurve-method Man page
replace_double_brackets Source code
shift Man page
shift,Term-method Man page
shift,numeric-method Man page
show,Compounding-method Man page
show,Daycount-method Man page
show,ForwardRate-method Man page
show,Interpolation-method Man page
show,NelsonSiegel-method Man page
show,NelsonSiegelSvensson-method Man page
show,SpotRate-method Man page
show,SpotRateCurve-method Man page
show,Term-method Man page
spotrate Man page Source code
spotrate-compare-method Man page
spotratecurve Man page Source code
spotratecurve-helpers Man page
spotratecurve.SpotRate Man page Source code
spotratecurve.numeric Man page Source code
spr_builder Source code
stop_if_spotrate_slots_differ Source code
term Man page Source code
term-conversion Man page
term.Date Man page Source code
term.Term Man page Source code
term.numeric Man page Source code
theme_wf Source code
to_unit_ Source code
todays Man page
todays,Daycount,Term-method Man page
tomonths Man page
tomonths,Daycount,Term-method Man page
toyears Man page
toyears,Daycount,Term-method Man page
warn_if_spotrate_slots_differ Source code
fixedincome documentation built on July 9, 2023, 7:28 p.m.

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