daycount: Create Daycount class

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

Create Daycount class

Description

daycount creates a Daycount object. It accepts the following daycount rules: actual/365, actual/360, business/252.

Usage

daycount(x, ...)

Arguments

x	a character representing a daycount rule, like: business/252, actual/365, actual/360, ...
...	additional arguments. Currently unused.

Value

A Daycount object.

Examples

dc <- daycount("actual/360")

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