Man pages for fmbasics
Financial Market Building Blocks

as_DiscountFactorCoerce to DiscountFactor
as_InterestRateCoerce to InterestRate
as_tibble.ZeroCurveZeroCurve attributes as a data frame
build_zero_curveBuild a 'ZeroCurve' from example data set
CashFlowCreate a CashFlow
CashIndexCashIndex class
CurrencyBuild a Currency
CurrencyConstructorsHandy Currency constructors
CurrencyPairCurrencyPair class
CurrencyPairConstructorsHandy CurrencyPair constructors
CurrencyPairMethodsCurrencyPair methods
DiscountFactorDiscountFactor class
DiscountFactor-operators'DiscountFactor' operations
fmbasicsfmbasics: Financial Market Building Blocks
IborIndexIborIndex class
iborindicesStandard IBOR
indexcheckersIndex class checkers
indexshiftersIndex date shifters
InterestRateInterestRate class
InterestRate-operators'InterestRate' operations
interpolateInterpolate values from an object
interpolate_dfsInterpolate forward rates and discount factors
interpolate.ZeroCurveInterpolate a 'ZeroCurve'
interpolate_zerosInterpolate zeros
InterpolationInterpolation
is.CashFlowInherits from CashFlow
is.CurrencyInherits from Currency
is.CurrencyPairInherits from 'CurrencyPair' class
is.DiscountFactorInherits from DiscountFactor
is.InterestRateInherits from InterestRate
is.InterpolationCheck Interpolation class
is.MultiCurrencyMoneyInherits from MultiCurrencyMoney
isoGet ISO
is.SingleCurrencyMoneyInherits from SingleCurrencyMoney
is_valid_compoundingCompounding frequencies
is.ZeroCurveInherits from ZeroCurve
MultiCurrencyMoneyMultiCurrencyMoney
oniaindicesStandard ONIA
SingleCurrencyMoneySingleCurrencyMoney
ZeroCurveZeroCurve class
fmbasics documentation built on Jan. 6, 2018, 9:03 a.m.