diff-Term-method: Calculate lagged differences of Term objects

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

Calculate lagged differences of Term objects

Description

diff returns a Term vector with lagged differences.

Usage

## S4 method for signature 'Term'
diff(x, lag = 1, ..., fill = NULL)

Arguments

x	a Term object.
lag	a numerix indicating which lag to use.
...	additional arguments. Currently unused.
fill	a numeric value (or NA) to fill the empty created by applying diff to a Term object.

Value

A new Term object with lagged differences of the given Term object.

Examples

t <- term(1:10, "months")
diff(t)

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