Man pages for imanuelcostigan/fmbasics
Financial Market Building Blocks
| as_DiscountFactor | Coerce to DiscountFactor |
| as_InterestRate | Coerce to InterestRate |
| as_SurvivalProbabilities | Coerce to InterestRate |
| as_SurvivalProbabilities.CDSCurve | Bootstraps Survival Probabilitie from a CDS curve Using... |
| as_tibble.CreditCurve | CreditCurve attributes as a data frame |
| as_tibble.ZeroCurve | ZeroCurve attributes as a data frame |
| as_ZeroHazardRate | Coerce to ZeroHazardRate |
| build_vol_quotes | Build a 'VolQuotes' object from an example data set |
| build_vol_surface | Build a 'VolSurface' from an example date set |
| build_zero_curve | Build a 'ZeroCurve' from example data set |
| CashFlow | Create a CashFlow |
| CashIndex | CashIndex class |
| CDSCurve | Builds a 'CDSCurve' |
| CDSMarkitSpec | Build a 'CDSMarkitSpec' |
| CDSSingleNameSpec | Builds a 'CDSSingleNameSpec' |
| CDSSpec | Build a 'CDSSpec' |
| CreditCurve | CreditCurve class |
| Currency | Build a Currency |
| CurrencyConstructors | Handy Currency constructors |
| CurrencyPair | CurrencyPair class |
| CurrencyPairConstructors | Handy CurrencyPair constructors |
| CurrencyPairMethods | CurrencyPair methods |
| DiscountFactor | DiscountFactor class |
| DiscountFactor-operators | 'DiscountFactor' operations |
| fmbasics | fmbasics: Financial Market Building Blocks |
| IborIndex | IborIndex class |
| iborindices | Standard IBOR |
| indexcheckers | Index class checkers |
| indexshifters | Index date shifters |
| InterestRate | InterestRate class |
| InterestRate-operators | 'InterestRate' operations |
| interpolate | Interpolate values from an object |
| interpolate.CreditCurve | Interpolate a 'CreditCurve' |
| interpolate_dfs | Interpolate forward rates and discount factors |
| interpolate.VolSurface | Interpolate a 'VolSurface' object. |
| interpolate.ZeroCurve | Interpolate a 'ZeroCurve' |
| interpolate_zeros | Interpolate zeros |
| Interpolation | Interpolation |
| is.CashFlow | Inherits from CashFlow |
| is.CDSCurve | Inherits from CDSCurve |
| is.CDSSpec | Inherits from CDSSpec |
| is.CreditCurve | Inherits from CreditCurve |
| is.Currency | Inherits from Currency |
| is.CurrencyPair | Inherits from 'CurrencyPair' class |
| is.DiscountFactor | Inherits from DiscountFactor |
| is.InterestRate | Inherits from InterestRate |
| is.Interpolation | Check Interpolation class |
| is.MultiCurrencyMoney | Inherits from MultiCurrencyMoney |
| iso | Get ISO |
| is.SingleCurrencyMoney | Inherits from SingleCurrencyMoney |
| is.SurvivalProbabilities | Inherits from SurvivalProbabilities |
| is_valid_compounding | Compounding frequencies |
| is.VolQuotes | Inherits from VolQuotes |
| is.VolSurface | Inherits from VolSurface |
| is.ZeroCurve | Inherits from ZeroCurve |
| is.ZeroHazardRate | Inherits from ZeroHazardRate |
| linear_cubic_interp | Linear-Cubic Interpolation |
| MultiCurrencyMoney | MultiCurrencyMoney |
| oniaindices | Standard ONIA |
| SingleCurrencyMoney | SingleCurrencyMoney |
| SurvivalProbabilities | Builds a 'SurvivalProbabilitiesCurve' |
| SurvivalProbabilities-operators | 'SurvivalProbabilities' operations |
| VolQuotes | VolQuotes class |
| VolSurface | VolSurface class |
| ZeroCurve | ZeroCurve class |
| ZeroHazardRate | Builds a 'ZeroHazardRate' |
| ZeroHazardRate-operators | 'ZeroHazardRate' operations |
