Man pages for DavideMagno/SwapPricer
Pricing of Financial Interest Rate Swaps
| AccrualCalculation | A function that calculates the accrual amounts for each leg |
| ApplyStandardConventions | Helper function to format standard swaps |
| CashflowCalculation | A function that calculates the main set of dates for a given... |
| compound.pipe | Compound Assignement Pipe operator |
| EUR.curves | EUR interest rate curve set |
| GBP.curves | GBP interest rate curve set |
| GetStandardList | Helper function to format standard swaps |
| OLDParSwapRateAlgorithm | Calculates the Par Swap Rate and Annuity |
| OLDParSwapRateCalculation | A function that prepares the data for the swap rate and... |
| pipe | Pipe operator |
| swap.basket | A portfolio of swaps |
| SwapCashflowCalculation | Main function that manages the pricing of one interest rate... |
| SwapPortfolioFormatting | Formatting the swap table |
| SwapPortfolioPricing | Main function that manages the pricing of a portfolio of... |
| SwapPricing | A function that calculates the main characteristics of the... |
| tidyeval | Tidy eval helper |
| USD.curves | USD interest rate curve set |
