term-conversion: Convert Term in different units

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

Convert Term in different units

Description

toyears, tomonths and todays functions convert Term objects according to Daycount.

Usage

toyears(x, t)

tomonths(x, t)

todays(x, t)

Arguments

x	a Daycount object.
t	a Term object.

Details

toyears returns the given Term in years units. tomonths returns the given Term in months units. todays returns the given Term in days units.

Value

A Term object converted to the units accordingly the used function.

Examples

dc <- daycount("actual/360")
t <- term(10, "months")
toyears(dc, t)
tomonths(dc, t)
todays(dc, t)

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