Man pages for ThVWh/ralibr
Function library

actual_360The years between two dates using the actual/360 day basis...
actual_365The years between two dates using the actual/365 (fixed) day...
actual_actual_isdaThe years between two dates using the Actual/Actual ISDA day...
adjustAdjust to good dates
annuity_fixed_legTitle
annuity_floating_legTitle
bachelierTitle
bootstrap_cdsBootstrap a CDS curve for hazard rates
bootstrap_quoteTitle
bump_curveBump a given curve
CalendarBuild a calendar
calibrate_hull_white_swaptionCalibration of one-factor Hull-White parameters from Swaption...
convert_frequencyConvert a numeric Tenor to a String
convert_swaption_volsTitle
date_to_excelConvert a date in R to an excel numeric value
discount_to_rateConvert Discount Factors to Spot Rates
easter_mondayEaster Monday day of year
eomThe end of month date
equinoxMarch and September equinox
fit_swaptionsTitle
forward_rateCalculate forward rates
forward_swap_rateTitle
generate_scheduleGenerate a date schedule
gurrieri_payer_swaption_closed_formTitle
instant_forwardTitle
InterpolateInterpolation
isCalendar class checkers
is_eomChecks whether dates are last day of month
is_goodGood date checker
is_valid_bdcBusiness day conventions
is_valid_day_basisDay basis conventions
JointCalendarJoint calendars
julian_day_to_gregorianDetermine Gregorian date from Julian day
localeExtract locale from calendars
lognormalTitle
parse_dateParsing of dates to Excel numeric value
parse_date_internalParsing of dates to Excel numeric value
rate_to_discountConvert rates to discount factors
shiftShifting dates to good dates
survivalSurvival probability from Hazard rates
thirty_360The years between two dates using the 30/360 day basis...
thirty_360_euThe years between two dates using the 30/360 (EU) day basis...
thirty_360_eu_isdaThe years between two dates using the 30E/360 ISDA day basis...
thirty_360_eu_plusThe years between two dates using the 30E+/360 day basis...
thirty_360_usThe years between two dates using the 30/360 (US) day basis...
tzExtract time zone from calendars
value_fixed_legValue a fixed leg
value_floating_legTitle
value_swaptionTitle
V_rFunction calculates Integral (George's function)
yearfracThe years between two dates for a given day basis convention
ZBPZBP Function
ThVWh/ralibr documentation built on April 4, 2018, 4:41 a.m.