API for imanuelcostigan/fmbasics
Financial Market Building Blocks
| Global functions | |
|---|---|
| AONIA | Man page |
| AUD | Man page Source code |
| AUDBBSW | Man page |
| AUDBBSW1b | Man page |
| AUDNZD | Man page |
| AUDUSD | Man page |
| CDSCurve | Man page Source code |
| CDSMarkitSpec | Man page Source code |
| CDSSingleNameSpec | Man page Source code |
| CDSSpec | Man page Source code |
| CHF | Man page Source code |
| CHFLIBOR | Man page |
| CHFTOIS | Man page |
| CashFlow | Man page Source code |
| CashIndex | Man page Source code |
| ConstantInterpolation | Man page Source code |
| CreditCurve | Man page Source code |
| CubicInterpolation | Man page Source code |
| Currency | Man page Source code |
| CurrencyConstructors | Man page |
| CurrencyPair | Man page |
| CurrencyPairConstructors | Man page |
| CurrencyPairMethods | Man page |
| DiscountFactor | Man page Source code |
| DiscountFactor-operators | Man page |
| EONIA | Man page |
| EUR | Man page Source code |
| EURCHF | Man page |
| EURGBP | Man page |
| EURIBOR | Man page |
| EURNOK | Man page |
| EURUSD | Man page |
| FedFunds | Man page |
| GBP | Man page Source code |
| GBPJPY | Man page |
| GBPLIBOR | Man page |
| GBPUSD | Man page |
| HKD | Man page Source code |
| HKDHIBOR | Man page |
| HONIX | Man page |
| IborIndex | Man page Source code |
| InterestRate | Man page Source code |
| InterestRate-operators | Man page |
| Interpolation | Man page Source code |
| JPY | Man page Source code |
| JPYLIBOR | Man page |
| JPYTIBOR | Man page |
| LinearCubicTimeVarInterpolation | Man page Source code |
| LinearInterpolation | Man page Source code |
| LogDFInterpolation | Man page Source code |
| MultiCurrencyMoney | Man page Source code |
| NOK | Man page Source code |
| NOKNIBOR | Man page |
| NZD | Man page Source code |
| NZDBKBM | Man page |
| NZDUSD | Man page |
| NZIONA | Man page |
| SONIA | Man page |
| SingleCurrencyMoney | Man page Source code |
| SurvivalProbabilities | Man page Source code |
| SurvivalProbabilities-operators | Man page |
| TONAR | Man page |
| USD | Man page Source code |
| USDCHF | Man page |
| USDHKD | Man page |
| USDJPY | Man page |
| USDLIBOR | Man page |
| USDNOK | Man page |
| VolQuotes | Man page Source code |
| VolSurface | Man page Source code |
| ZeroCurve | Man page Source code |
| ZeroHazardRate | Man page Source code |
| ZeroHazardRate-operators | Man page |
| `%||%` | Source code |
| add_usny | Source code |
| as.character.Currency | Source code |
| as.double.DiscountFactor | Source code |
| as.double.InterestRate | Source code |
| as.list.CDSSpec | Source code |
| as_DiscountFactor | Man page Source code |
| as_DiscountFactor.InterestRate | Man page Source code |
| as_InterestRate | Man page Source code |
| as_InterestRate.DiscountFactor | Man page Source code |
| as_InterestRate.InterestRate | Man page Source code |
| as_SurvivalProbabilities | Man page Source code |
| as_SurvivalProbabilities.CDSCurve | Man page Source code |
| as_SurvivalProbabilities.ZeroHazardRate | Man page Source code |
| as_ZeroHazardRate | Man page Source code |
| as_ZeroHazardRate.SurvivalProbabilities | Man page Source code |
| as_ZeroHazardRate.ZeroHazardRate | Man page Source code |
| as_tibble.CashFlow | Source code |
| as_tibble.CreditCurve | Man page Source code |
| as_tibble.MultiCurrencyMoney | Source code |
| as_tibble.ZeroCurve | Man page Source code |
| build_vol_quotes | Man page Source code |
| build_vol_surface | Man page Source code |
| build_zero_curve | Man page Source code |
| c.SingleCurrencyMoney | Source code |
| check_interpolation | Source code |
| compare_hazrate | Source code |
| compare_rate | Source code |
| compounding | Man page |
| fmbasics | Man page |
| fmbasics-package | Man page |
| format.CDSCurve | Source code Source code |
| format.CDSMarkitSpec | Source code |
| format.CDSMarkitSpecs | Source code |
| format.CDSSingleNameSpec | Source code |
| format.CDSSingleNameSpecs | Source code |
| format.CDSSpec | Source code |
| format.CDSSpecs | Source code |
| format.CashIndex | Source code |
| format.CreditCurve | Source code |
| format.Currency | Source code |
| format.CurrencyPair | Source code |
| format.DiscountFactor | Source code |
| format.HazardRate | Source code |
| format.IborIndex | Source code |
| format.InterestRate | Source code |
| format.Interpolation | Source code |
| format.SingleCurrencyMoney | Source code |
| format.SurvivalProbCurve | Source code |
| format.SurvivalProbabilities | Source code |
| format.VolSurface | Source code |
| format.ZeroCurve | Source code |
| format.ZeroHazardRate | Source code |
| iborindices | Man page |
| indexcheckers | Man page |
| indexshifters | Man page |
| interpolate | Man page Source code |
| interpolate.CreditCurve | Man page Source code |
| interpolate.VolSurface | Man page Source code |
| interpolate.ZeroCurve | Man page Source code |
| interpolate_dfs | Man page Source code |
| interpolate_dfs.CreditCurve | Man page Source code |
| interpolate_dfs.ZeroCurve | Man page Source code |
| interpolate_fwds | Man page Source code |
| interpolate_fwds.CreditCurve | Man page Source code |
| interpolate_fwds.ZeroCurve | Man page Source code |
| interpolate_zeros | Man page Source code |
| interpolate_zeros.CreditCurve | Man page Source code |
| interpolate_zeros.ZeroCurve | Man page Source code |
| invert | Man page |
| is.CDSCurve | Man page Source code |
| is.CDSSpec | Man page Source code |
| is.CashFlow | Man page Source code |
| is.CashIndex | Man page Source code |
| is.ConstantInterpolation | Man page |
| is.CreditCurve | Man page Source code |
| is.CubicInterpolation | Man page |
| is.Currency | Man page Source code |
| is.CurrencyPair | Man page Source code |
| is.DiscountFactor | Man page Source code |
| is.IborIndex | Man page Source code |
| is.Index | Man page Source code |
| is.InterestRate | Man page Source code |
| is.Interpolation | Man page Source code |
| is.LinearCubicTimeVarInterpolation | Man page |
| is.LinearInterpolation | Man page |
| is.LogDFInterpolation | Man page |
| is.MultiCurrencyMoney | Man page Source code |
| is.SingleCurrencyMoney | Man page Source code |
| is.SurvivalProbabilities | Man page Source code |
| is.VolQuotes | Man page Source code |
| is.VolSurface | Man page Source code |
| is.ZeroCurve | Man page Source code |
| is.ZeroHazardRate | Man page Source code |
| is_atomic_list | Source code |
| is_t1 | Man page Source code |
| is_valid_compounding | Man page Source code |
| iso | Man page Source code |
| iso.CashIndex | Man page Source code |
| iso.CurrencyPair | Man page Source code |
| iso.IborIndex | Man page Source code |
| iso.SingleCurrencyMoney | Source code |
| iso.default | Man page Source code |
| linear_cubic_interp | Man page Source code |
| locale.Currency | Source code |
| locale.CurrencyPair | Source code |
| new_CDSCurve | Source code |
| new_CDSMarkitSpec | Source code |
| new_CDSSingleNameSpec | Source code |
| new_CDSSpec | Source code |
| new_CashFlow | Source code |
| new_CreditCurve | Source code |
| new_Currency | Source code |
| new_CurrencyPair | Source code |
| new_DiscountFactor | Source code |
| new_Index | Source code |
| new_InterestRate | Source code |
| new_MultiCurrencyMoney | Source code |
| new_SingleCurrencyMoney | Source code |
| new_SurvivalProbabilities | Source code |
| new_VolQuotes | Source code |
| new_VolSurface | Source code |
| new_ZeroCurve | Source code |
| new_ZeroHazardRate | Source code |
| oniaindices | Man page |
| pretty_format_period | Source code |
| print.CDSCurve | Source code Source code |
| print.CDSMarkitSpec | Source code |
| print.CDSMarkitSpecs | Source code |
| print.CDSSingleNameSpec | Source code |
| print.CDSSingleNameSpecs | Source code |
| print.CDSSpec | Source code |
| print.CDSSpecs | Source code |
| print.CreditCurve | Source code |
| print.Currency | Source code |
| print.CurrencyPair | Source code |
| print.DiscountFactor | Source code |
| print.HazardRate | Source code |
| print.Index | Source code |
| print.InterestRate | Source code |
| print.Interpolation | Source code |
| print.SingleCurrencyMoney | Source code |
| print.SurvivalProbCurve | Source code |
| print.SurvivalProbabilities | Source code |
| print.VolSurface | Source code |
| print.ZeroCurve | Source code |
| print.ZeroHazardRate | Source code |
| remove_usny | Source code |
| tbl_sum.CashFlow | Source code |
| tbl_sum.MultiCurrencyMoney | Source code |
| to_forward | Man page Source code |
| to_fx_value | Man page Source code |
| to_maturity | Man page Source code |
| to_maturity.default | Man page Source code |
| to_reset | Man page Source code |
| to_reset.default | Man page Source code |
| to_spot | Man page Source code |
| to_spot_next | Man page Source code |
| to_today | Man page Source code |
| to_tomorrow | Man page Source code |
| to_value | Man page Source code |
| to_value.default | Man page Source code |
| type_sum.Currency | Source code |
| type_sum.CurrencyPair | Source code |
| type_sum.ZeroCurve | Source code |
| validate_CDSCurve | Source code |
| validate_CDSMarkitSpec | Source code |
| validate_CDSSingleNameSpec | Source code |
| validate_CDSSpec | Source code |
| validate_CashFlow | Source code |
| validate_CashIndex | Source code |
| validate_CreditCurve | Source code |
| validate_Currency | Source code |
| validate_CurrencyPair | Source code |
| validate_DiscountFactor | Source code |
| validate_IborIndex | Source code |
| validate_InterestRate | Source code |
| validate_MultiCurrencyMoney | Source code |
| validate_SingleCurrencyMoney | Source code |
| validate_SurvivalProbabilities | Source code |
| validate_VolQuotes | Source code |
| validate_VolSurface | Source code |
| validate_ZeroCurve | Source code |
| validate_ZeroHazardRate | Source code |
