as.forwardrate: Coerce objects to ForwardRate

In fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments

Coerce objects to ForwardRate

Description

A ForwardRate object can be created from a SpotRate object and a SpotRateCurve.

Usage

as.forwardrate(x, ...)

## S3 method for class 'SpotRate'
as.forwardrate(x, terms, refdate = NULL, ...)

## S3 method for class 'SpotRateCurve'
as.forwardrate(x, t1 = NULL, t2 = NULL, ...)

Arguments

x	a SpotRate or a SpotRateCurve object.
...	additional arguments
terms	a numeric with positive values representing terms or a Term object.
refdate	the curve reference date.
t1	initial term
t2	final term

Value

A ForwardRate object created from another object, SpotRate or SpotRateCurve.

fixedincome documentation built on July 9, 2023, 7:28 p.m.