as_DiscountFactor: Coerce to DiscountFactor

Description Usage Arguments Value Examples

Description

You can coerce objects to the DiscountFactor class using this method.

Usage

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as_DiscountFactor(x, ...)

## S3 method for class 'InterestRate'
as_DiscountFactor(x, d1, d2, ...)

Arguments

x

object to coerce

...

other parameters passed to methods

d1

a Date vector containing the as of date

d2

a Date vector containing the date to which the discount factor applies

Value

a DiscountFactor object

Examples

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library("lubridate")
as_DiscountFactor(InterestRate(c(0.04, 0.05), c(2, 4), 'act/365'),
  ymd(20140101), ymd(20150101))

Example output

Attaching package: 'lubridate'

The following object is masked from 'package:base':

    date

<DiscountFactor> 0.961168781237985, 2014-01-01--2015-01-01
<DiscountFactor> 0.951524275217153, 2014-01-01--2015-01-01 

fmbasics documentation built on May 2, 2019, 6:22 a.m.