swap.basket: A portfolio of swaps
In DavideMagno/SwapPricer: Pricing of Financial Interest Rate Swaps

A table containing a sample portfolio to be used as reference when using custom portfolios

1	swap.basket

A tibble with 5 rows and 13 columns:

ID: A custom ID for the swap (either numeric or string)
currency: the currency of the swap, in ISOcode
notional: notional amount in double
start.date: start date of the swap, in dmy format
maturity.date: maturity date of the swap, in dmy format
strike: strike rate (numerical, not in percentage terms)
type: a string, either 'receiver' or 'payer'
standard: a logical entry, TRUE for standard swaps, FALSE otherwise
time.unit.pay: only if not standard, number of months of payer coupons' payment
time.unit.receive: only if not standard, number of months of receiver coupons' payment
dcc.pay: only if not standard, day count convention of payer leg as a string
dcc.receive: only if not standard, day count convention of receiver leg as a string
calendar: only if not standard, a string with the name of the holiday's calendar