as_ZeroHazardRate: Coerce to ZeroHazardRate

In imanuelcostigan/fmbasics: Financial Market Building Blocks

Description

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

Usage

as_ZeroHazardRate(x, ...)

## S3 method for class 'SurvivalProbabilities'
as_ZeroHazardRate(x, compounding,
  day_basis, ...)

## S3 method for class 'ZeroHazardRate'
as_ZeroHazardRate(x, compounding = NULL,
  day_basis = NULL, ...)

Arguments

x	object to coerce
...	other parameters passed to methods
compounding	a numeric vector representing the compounding frequency.
day_basis	a character vector representing the day basis associated with the interest rate and hazard rate(see fmdates::year_frac())

Value

an ZeroHazardRate object

Examples

library("lubridate")
as_ZeroHazardRate(SurvivalProbabilities(0.95, ymd(20130101), ymd(20140101), CDSSpec("Empty")),
  compounding = 2, day_basis = "act/365")

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