initialRate: Constructing Initial Interest Rates

Description Usage Arguments Value See Also

View source: R/marketRisk-base.R

Description

Constructor for initial Initial Rates values.

Usage

1

Arguments

time

integer value, the times to maturity.

currency

character value, the currencies.

rate

numeric value, the interest rates.

Value

a data.frame with option stringsAsFactors = FALSE.

See Also

marketRisk.


sstModel documentation built on May 4, 2018, 1:04 a.m.