maturities: Get SpotRateCurve terms as Date objects

View source: R/spotratecurve-class.R

maturitiesR Documentation

Get SpotRateCurve terms as Date objects

Description

Compute the SpotRateCurve terms as Date objects, according to the curve's reference date.

Usage

maturities(x)

Arguments

x

a SpotRateCurve object.

Value

A vector of Date objects that represent the curve's terms and using curve's refdate as a starting point.

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")
maturities(curve)

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