as.spotratecurve: Coerce objects to spotratecurve

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

Coerce objects to spotratecurve

Description

A SpotRateCurve can be created from a ForwardRate object.

Usage

as.spotratecurve(x, ...)

## S3 method for class 'ForwardRate'
as.spotratecurve(x, refdate = Sys.Date(), ...)

Arguments

x	a ForwardRate object.
...	additional arguments
refdate	the curve reference date.

Value

A SpotRateCurve object create from another object.

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