Description Usage Arguments Value Examples
zcp2rate
computes the rate equivalent to a zero coupon price for a maturity.
1 | zcp2rate(mat, zcp, method = "continuous")
|
mat |
Vector. Maturities of the bound. |
zcp |
Vector. Panel of zero coupon bonds prices for which the rates are to be computed. |
method |
Character. Computation method:
|
The rates associated to the maturities.
1 | zcp2rate(1, 0.9900498, "continuous")
|
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