adjust_disc: Adjusts the discount factors by a spread

Description Usage Arguments Examples

View source: R/CfFuncs.R

Description

Adjusts the discount factors by a spread

Usage

1
adjust_disc(fd, spread)

Arguments

fd

vector of discount factors used to discount cashflows in 1:length(fd) periods

spread

effective spread

Examples

1
adjust_disc(fd = c(0.99, 0.98), spread = 0.01)

tvm documentation built on May 29, 2017, 11:02 a.m.