SurvivalProbabilities-operators: 'SurvivalProbabilities' operations

In imanuelcostigan/fmbasics: Financial Market Building Blocks

Description

A number of different operations can be performed on or with SurvivalProbabilities objects. Methods have been defined for base package generic operations including arithmetic and comparison.

Details

The operations are:

• c: concatenates a vector of SurvivalProbabilities objects

• [: extract parts of a SurvivalProbabilities vector

• [<-: replace parts of a SurvivalProbabilities vector

• rep: repeat a SurvivalProbabilities object

• length: determines the length of a SurvivalProbabilities vector

• *: multiplication of SurvivalProbabilities objects. The end date of the first SurvivalProbabilities object must be equivalent to the start date of the second (or vice versa). Arguments are recycled as necessary.

• /: division of SurvivalProbabilities objects. The start date date of both arguments must be the same. Arguments are recycled as necessary.

• <, >, <=, >=, ==, !=: these operate in the standard way on the discount_factor field.

imanuelcostigan/fmbasics documentation built on Dec. 6, 2019, 9:48 a.m.