build_zero_curve: Build a 'ZeroCurve' from example data set

In fmbasics: Financial Market Building Blocks

Description

This creates a ZeroCurve object from the example data set zerocurve.csv.

Usage

build_zero_curve(interpolation = NULL)

Arguments

interpolation

an Interpolation object

Value

a ZeroCurve object using data from zerocurve.csv

Examples

build_zero_curve(LogDFInterpolation())

Example output

<ZeroCurve> @ 31 December 2015 
# A tibble: 27 x 2
    Years  Zeros
    <dbl>  <dbl>
 1 0.0110 0.0200
 2 0.0329 0.0300
 3 0.0521 0.0253
 4 0.0986 0.0224
 5 0.184  0.0211
 6 0.263  0.0205
 7 0.345  0.0202
 8 0.436  0.0199
 9 0.512  0.0197
10 0.764  0.0192
# ... with 17 more rows

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