market.rate: Return a market rate for a given maturity
In gsk3/maRketSim: Market simulator for R
Description
Usage
Arguments
Value
View source: R/object_functions.R
Description
Parses the yield curve in a market object and returns a market rate of a given maturity/duration
Usage
1
market.rate(mkt, mat = NA, dur = NA, f = 0.5)
Arguments
mkt
Market object
mat
Maturity (needed to find interest rate on yield curve). If NA, specify duration instead.
dur
Duration (needed to find interest rate on yield curve). If NA, specify maturity instead.
f
Frequency of coupon payments
Value
Returns a simple numeric object with the market rate.
gsk3/maRketSim documentation built on May 17, 2019, 8:55 a.m.
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Description Usage Arguments Value
View source: R/object_functions.R
Description
Parses the yield curve in a market object and returns a market rate of a given maturity/duration
Usage
1 | market.rate(mkt, mat = NA, dur = NA, f = 0.5)
|
Arguments
mkt |
Market object |
mat |
Maturity (needed to find interest rate on yield curve). If NA, specify duration instead. |
dur |
Duration (needed to find interest rate on yield curve). If NA, specify maturity instead. |
f |
Frequency of coupon payments |
Value
Returns a simple numeric object with the market rate.
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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