spotrate-compare-method: SpotRate comparison operations

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

SpotRate comparison operations

Description

Comparison operations with SpotRate class SpotRate objects can be compared among themselves or with numeric variables.

Usage

## S4 method for signature 'SpotRate,SpotRate'
e1 >= e2

## S4 method for signature 'SpotRate,SpotRate'
e1 <= e2

## S4 method for signature 'SpotRate,SpotRate'
e1 < e2

## S4 method for signature 'SpotRate,SpotRate'
e1 > e2

## S4 method for signature 'SpotRate,SpotRate'
e1 == e2

## S4 method for signature 'SpotRate,SpotRate'
e1 != e2

## S4 method for signature 'SpotRate,numeric'
Compare(e1, e2)

## S4 method for signature 'numeric,SpotRate'
Compare(e1, e2)

Arguments

e1	a SpotRate object or a numeric
e2	a SpotRate object or a numeric

Value

A boolean logical object. The comparison with SpotRate objects only takes all fields into account. Comparing SpotRate against numeric values is equivalent to coerce the SpotRate object to numeric execute the operation, this is a syntax sugar for a shortcut that is commonly applied.

Examples

spr <- as.spotrate("0.06 simple actual/365 actual")
spr == 0.06
spr != 0.05
spr > 0.05
spr < 0.1
spr >= 0.05
spr <= 0.1

spr1 <- spotrate(0.06, "simple", "actual/365", "actual")
spr2 <- spotrate(0.02, "simple", "actual/365", "actual")
spr1 == spr2
spr1 != spr2
spr1 > spr2
spr1 < spr2
spr1 >= spr2
spr1 <= spr2

# compare spotrate with different slots
spr2 <- spotrate(0.06, "discrete", "actual/365", "actual")
spr1 == spr2
spr1 != spr2
try(spr1 > spr2)
try(spr1 < spr2)
try(spr1 >= spr2)
try(spr1 <= spr2)

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