DecimalSet: Set Decimal Length

Description Usage Arguments

View source: R/HullWhite.R

Description

A function to set the number of decimal places. This is used in the Hull White Model to address the floating point issue that may arise when simulating interest rates.

Usage

1
DecimalSet(x, k)

Arguments

x

the number to be rounded

k

the number of decimal places


glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.