Description Usage Arguments Value
View source: R/object_functions.R
Parses the yield curve in a market object and returns a market rate of a given maturity/duration
1 | market.rate(mkt, mat = NA, dur = NA, f = 0.5)
|
mkt |
Market object |
mat |
Maturity (needed to find interest rate on yield curve). If NA, specify duration instead. |
dur |
Duration (needed to find interest rate on yield curve). If NA, specify maturity instead. |
f |
Frequency of coupon payments |
Returns a simple numeric object with the market rate.
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