API for fmbasics
Financial Market Building Blocks

Global functions
AONIA Man page Man page Source code
AUD Man page Source code
AUDBBSW Man page Man page Source code
AUDBBSW1b Man page Source code
AUDNZD Man page Source code
AUDUSD Man page Source code
CHF Man page Source code
CHFLIBOR Man page Man page Source code
CHFLIBOR3mF Source code
CHFTOIS Man page Man page Source code
CashFlow Man page Source code
CashIndex Man page Source code
ConstantInterpolation Man page Source code
CubicInterpolation Man page Source code
Currency Man page Source code
CurrencyConstructors Man page
CurrencyPair Man page Source code
CurrencyPairConstructors Man page
CurrencyPairMethods Man page
DiscountFactor Man page Source code
DiscountFactor-operators Man page
EONIA Man page Man page Source code
EUR Man page Source code
EURCHF Man page Source code
EURGBP Man page Source code
EURIBOR Man page Man page Source code
EURNOK Man page Source code
EURUSD Man page Source code
FedFunds Man page Man page Source code
GBP Man page Source code
GBPJPY Man page Source code
GBPLIBOR Man page Man page Source code
GBPUSD Man page Source code
HKD Man page Source code
HKDHIBOR Man page Man page Source code
HONIX Man page Man page Source code
IborIndex Man page Source code
InterestRate Man page Source code
InterestRate-operators Man page
Interpolation Man page Source code
JPY Man page Source code
JPYLIBOR Man page Man page Source code
JPYTIBOR Man page Man page Source code
LinearInterpolation Man page Source code
LogDFInterpolation Man page Source code
MultiCurrencyMoney Man page Source code
NOK Man page Source code
NOKNIBOR Man page Man page Source code
NZD Man page Source code
NZDBKBM Man page Man page Source code
NZDUSD Man page Source code
NZIONA Man page Man page Source code
SONIA Man page Man page Source code
SingleCurrencyMoney Man page Source code
TONAR Man page Man page Source code
USD Man page Source code
USDCHF Man page Source code
USDHKD Man page Source code
USDJPY Man page Source code
USDLIBOR Man page Man page Source code
USDNOK Man page Source code
ZeroCurve Man page Source code
add_usny Source code
all.equal.DiscountFactor Source code
all.equal.InterestRate Source code
as.character.Currency Source code
as.double.DiscountFactor Source code
as.double.InterestRate Source code
as_DiscountFactor Man page Source code
as_DiscountFactor.InterestRate Man page Source code
as_InterestRate Man page Source code
as_InterestRate.DiscountFactor Man page Source code
as_InterestRate.InterestRate Man page Source code
as_tibble.CashFlow Source code
as_tibble.MultiCurrencyMoney Source code
as_tibble.ZeroCurve Man page Source code
build_zero_curve Man page Source code
c.DiscountFactor Source code
c.InterestRate Source code
c.SingleCurrencyMoney Source code
check_interpolation Source code
compare_rate Source code
compounding Man page
compounding_as_string Source code
div_df Source code
fmbasics Man page
fmbasics-package Man page
format.CashIndex Source code
format.Currency Source code
format.CurrencyPair Source code
format.DiscountFactor Source code
format.IborIndex Source code
format.InterestRate Source code
format.Interpolation Source code
format.SingleCurrencyMoney Source code
format.ZeroCurve Source code
iborindices Man page
indexcheckers Man page
indexshifters Man page
interpolate Man page Source code
interpolate.ZeroCurve Man page Source code
interpolate_dfs Man page Source code
interpolate_dfs.ZeroCurve Man page Source code
interpolate_fwds Man page Man page Source code
interpolate_fwds.ZeroCurve Man page Source code
interpolate_zeros Man page Source code
interpolate_zeros.ZeroCurve Man page Source code
invert Man page Source code
is.CashFlow Man page Source code
is.CashIndex Man page Source code
is.ConstantInterpolation Man page
is.CubicInterpolation Man page
is.Currency Man page Source code
is.CurrencyPair Man page Source code
is.DiscountFactor Man page Source code
is.IborIndex Man page Source code
is.Index Man page Source code
is.InterestRate Man page Source code
is.Interpolation Man page Source code
is.LinearInterpolation Man page
is.LogDFInterpolation Man page
is.MultiCurrencyMoney Man page Source code
is.SingleCurrencyMoney Man page Source code
is.ZeroCurve Man page Source code
is_atomic_list Source code
is_t1 Man page Source code
is_valid_compounding Man page Source code
iso Man page Source code
iso.CashIndex Man page Source code
iso.CurrencyPair Man page Source code
iso.IborIndex Man page Source code
iso.SingleCurrencyMoney Source code
iso.default Man page Source code
length.DiscountFactor Source code
length.InterestRate Source code
locale.Currency Source code
locale.CurrencyPair Source code
new_CashFlow Source code
new_Currency Source code
new_CurrencyPair Source code
new_DiscountFactor Source code
new_Index Source code
new_InterestRate Source code
new_MultiCurrencyMoney Source code
new_SingleCurrencyMoney Source code
new_ZeroCurve Source code
onLoad Source code
oniaindices Man page
op_ir Source code
pretty_format_period Source code
print.Currency Source code
print.CurrencyPair Source code
print.DiscountFactor Source code
print.Index Source code
print.InterestRate Source code
print.Interpolation Source code
print.SingleCurrencyMoney Source code
print.ZeroCurve Source code
remove_usny Source code
rep.DiscountFactor Source code
rep.InterestRate Source code
tbl_sum.CashFlow Source code
tbl_sum.MultiCurrencyMoney Source code
times_df Source code
to_forward Man page Source code
to_fx_value Man page Source code
to_maturity Man page Source code
to_maturity.default Man page Source code
to_reset Man page Source code
to_reset.default Man page Source code
to_spot Man page Source code
to_spot_next Man page Source code
to_today Man page Source code
to_tomorrow Man page Source code
to_value Man page Source code
to_value.default Man page Source code
type_sum.Currency Source code
type_sum.CurrencyPair Source code
type_sum.ZeroCurve Source code
validate_CashFlow Source code
validate_CashIndex Source code
validate_Currency Source code
validate_CurrencyPair Source code
validate_DiscountFactor Source code
validate_IborIndex Source code
validate_InterestRate Source code
validate_MultiCurrencyMoney Source code
validate_SingleCurrencyMoney Source code
validate_ZeroCurve Source code
fmbasics documentation built on Jan. 6, 2018, 9:03 a.m.