ScenarioCurve-class: an S4 class Horizon Curve
In glennmschultz/BondLab: BondLab is a package for the analysis of fixed-income securities
Description
The class HorizonCurve holds both the start and horizon curve
the object returned has both start TermStructure object and the horizon
term structure object
Slots
HorizonMosthe scenario horizon months
StartCurvethe starting curve assumption
HorizonCurvethe horizon curve assumption
StartTermStrcthe starting TermStructure assumption
HorizonTermStrcthe horizon TermStructure assumption
See Also
Other Scenario Analysis:
CouponIncome(),
HorizonCurrBal(),
HorizonCurveShift(),
HorizonMos(),
HorizonPrice(),
HorizonReturn(),
Name,Scenario-method,
PrepaidPrinReceived(),
PrincipalReceived(),
ReinvestmentIncome(),
Scenario-class,
ScheduledPrinReceived()
glennmschultz/BondLab documentation built on May 11, 2021, 5:29 p.m.
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Description
The class HorizonCurve holds both the start and horizon curve the object returned has both start TermStructure object and the horizon term structure object
Slots
HorizonMosthe scenario horizon months
StartCurvethe starting curve assumption
HorizonCurvethe horizon curve assumption
StartTermStrcthe starting TermStructure assumption
HorizonTermStrcthe horizon TermStructure assumption
See Also
Other Scenario Analysis:
CouponIncome(),
HorizonCurrBal(),
HorizonCurveShift(),
HorizonMos(),
HorizonPrice(),
HorizonReturn(),
Name,Scenario-method,
PrepaidPrinReceived(),
PrincipalReceived(),
ReinvestmentIncome(),
Scenario-class,
ScheduledPrinReceived()
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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