ZeroHazardRate-operators: 'ZeroHazardRate' operations
In imanuelcostigan/fmbasics: Financial Market Building Blocks

Description Details

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

The operations are:

c: concatenates a vector of ZeroHazardRate objects
[: extract parts of a ZeroHazardRate vector
[<-: replace parts of a ZeroHazardRate vector
rep: repeat a ZeroHazardRate object
length: determines the length of a ZeroHazardRate vector
+, -: addition/subtraction of ZeroHazardRate objects. Where two ZeroHazardRate objects are added/subtracted, the second is first converted to have the same compounding and day basis frequency as the first. Numeric values can be added/subtracted to/from an ZeroHazardRate object by performing the operation directly on the rate field. Arguments are recycled as necessary.
*: multiplication of ZeroHazardRate objects. Where two ZeroHazardRate objects are multiplied, the second is first converted to have the same compounding and day basis frequency as the first. Numeric values can be multiplied to an ZeroHazardRate object by performing the operation directly on the rate field. Arguments are recycled as necessary.
/: division of ZeroHazardRate objects. Where two ZeroHazardRate objects are divided, the second is first converted to have the same compounding and day basis frequency as the first. Numeric values can divide an ZeroHazardRate object by performing the operation directly on the rate field. Arguments are recycled as necessary.
<, >, <=, >=, ==, !=: these operate in the standard way on the rate field, and if necessary, the second ZeroHazardRate object is converted to have the same compounding and day basis frequency as the first.