as_SurvivalProbabilities: Coerce to InterestRate

In imanuelcostigan/fmbasics: Financial Market Building Blocks

Description

You can coerce objects to the SurvivalProbabilities class using this method.

Usage

as_SurvivalProbabilities(x, ...)

## S3 method for class 'ZeroHazardRate'
as_SurvivalProbabilities(x, d1, d2, ...)

Arguments

x	object to coerce
...	other parameters passed to methods
d1	a Date vector containing the as of date
d2	a Date vector containing the date to which the survival probability applies

Examples

curve_specs <- CDSMarkitSpec(
  rating = "AAA",
  region = "Japan",
  sector = "Utilities"
)
HR <- ZeroHazardRate(values = c(0.04, 0.05), compounding = c(2, 4),
day_basis = 'act/365', specs = curve_specs)
as_SurvivalProbabilities(HR, lubridate::ymd(20160202), lubridate::ymd(20160302))

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