vcube: Vol Cube Example Data
In eddelbuettel/rquantlib: R Interface to the 'QuantLib' Library
vcube R Documentation
Vol Cube Example Data
Description
Data for valuing swaption examples including rates and a lognormal vol cube
Usage
data(vcube)
Format
two data frames: vcube, a data frame with four columns: Expiry, Tenor,
LogNormalVol, and Spread
Source
TBA
eddelbuettel/rquantlib documentation built on Jan. 12, 2025, 9:14 p.m.
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| vcube | R Documentation |
Vol Cube Example Data
Description
Data for valuing swaption examples including rates and a lognormal vol cube
Usage
data(vcube)
Format
two data frames: vcube, a data frame with four columns: Expiry, Tenor,
LogNormalVol, and Spread
Source
TBA
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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