sub-.rate_curve: Returns a particular rate or rates from a curve

In tvm: Time Value of Money Functions

Returns a particular rate or rates from a curve

Description

Returns a particular rate or rates from a curve

Usage

## S3 method for class 'rate_curve'
r[rate_type = "zero_eff", x = NULL]

Arguments

r	The rate_curve object
rate_type	The rate type
x	The points in time to return

Value

If x is NULL, then returns a rate function of rate_type type. Else, it returns the rates of rate_type type and corresponding to time x

Examples

r <- rate_curve(rates = c(0.1, 0.2, 0.3), rate_type = "zero_eff")
r["zero_eff"]
r["swap",c(1.5, 2)]

tvm documentation built on Aug. 30, 2023, 5:19 p.m.