Interpolation-class: Interpolation classes
In fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments
Interpolation-class R Documentation
Interpolation classes
Description
Classes that implement interpolation methods to be used with SpotRateCurve
objects.
Details
FlatForward
Linear
LogLinear
NaturalSpline
HermiteSpline
MonotoneSpline
NelsonSiegel
NelsonSiegelSvensson
Every class that implement a interpolation method inherits the
Interpolation class.
fixedincome documentation built on July 9, 2023, 7:28 p.m.
R Package Documentation
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| Interpolation-class | R Documentation |
Interpolation classes
Description
Classes that implement interpolation methods to be used with SpotRateCurve
objects.
Details
FlatForward
Linear
LogLinear
NaturalSpline
HermiteSpline
MonotoneSpline
NelsonSiegel
NelsonSiegelSvensson
Every class that implement a interpolation method inherits the
Interpolation class.
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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