GetStandardList: Helper function to format standard swaps
In DavideMagno/SwapPricer: Pricing of Financial Interest Rate Swaps
Description
Usage
Arguments
Value
View source: R/Data_formatting.R
Description
This function calls other helper functions to format a swap list from the
tabular version to the target one
Usage
1
GetStandardList(swap.tabular, variable, test, swap.standard)
Arguments
swap.tabular
a list which includes the user defined characteristics
of a swap contract
variable
the contract feature that is being converted
test
a character ('r' or 'p') representing if the swap if receiver or
payer
swap.standard
an internal data.table filtered for the currency of the
swap
Value
a list of standard characteristics for both the legs
DavideMagno/SwapPricer documentation built on Aug. 19, 2021, 6:36 p.m.
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Description Usage Arguments Value
View source: R/Data_formatting.R
Description
This function calls other helper functions to format a swap list from the tabular version to the target one
Usage
1 | GetStandardList(swap.tabular, variable, test, swap.standard)
|
Arguments
swap.tabular |
a list which includes the user defined characteristics of a swap contract |
variable |
the contract feature that is being converted |
test |
a character ('r' or 'p') representing if the swap if receiver or payer |
swap.standard |
an internal data.table filtered for the currency of the swap |
Value
a list of standard characteristics for both the legs
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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