Description Usage Arguments See Also
View source: R/CashFlowMatrix.R
An dataframe containing maturity for discounting
1 | CreateMaturitiesMatrix(trade.date, bonddata)
|
trade.date |
The trade date |
bonddata |
A dataframe of bond data. The complete dataframe must consist of the following names columns: cusip, interestrate, issuedate, dateddate, maturitydate, type, close |
Other Interest Rate Models:
Bterm()
,
CreateCashFlowMatrix()
,
HullWhite()
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