interpolation: Set/Get interpolation to SpotRateCurve
In fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments
interpolation R Documentation
Set/Get interpolation to SpotRateCurve
Description
Sets and gets interpolation method to the SpotRateCurve.
Usage
interpolation(x, ...)
interpolation(x) <- value
Arguments
x
a SpotRateCurve object.
...
additional arguments. Currently unused.
value
a Interpolation object.
Value
A Interpolatin object.
Examples
terms <- c(1, 11, 26, 27, 28)
rates <- c(0.0719, 0.056, 0.0674, 0.0687, 0.07)
curve <- spotratecurve(rates, terms, "discrete", "actual/365", "actual")
interpolation(curve) <- interp_flatforward()
interpolation(curve)
fixedincome documentation built on July 9, 2023, 7:28 p.m.
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| interpolation | R Documentation |
Set/Get interpolation to SpotRateCurve
Description
Sets and gets interpolation method to the SpotRateCurve.
Usage
interpolation(x, ...)
interpolation(x) <- value
Arguments
x |
a SpotRateCurve object. |
... |
additional arguments. Currently unused. |
value |
a Interpolation object. |
Value
A Interpolatin object.
Examples
terms <- c(1, 11, 26, 27, 28)
rates <- c(0.0719, 0.056, 0.0674, 0.0687, 0.07)
curve <- spotratecurve(rates, terms, "discrete", "actual/365", "actual")
interpolation(curve) <- interp_flatforward()
interpolation(curve)
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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