is.CDSCurve: Inherits from CDSCurve

In imanuelcostigan/fmbasics: Financial Market Building Blocks

Description

Checks whether object inherits from CDSCurve class

Usage

is.CDSCurve(x)

Arguments

x	an R object

Value

TRUE if x inherits from the CDSCurve class; otherwise FALSE

See Also

Other CDS curve helpers: CDSCurve, CDSMarkitSpec, CDSSingleNameSpec, CDSSpec, SurvivalProbabilities, ZeroHazardRate, is.CDSSpec

Examples

curve_specs <- CDSMarkitSpec(
  rating = "AAA",
  region = "Japan",
  sector = "Utilities"
)
cds_curve <- CDSCurve(
  as.Date("2019-06-29"),
  tenors = c(1, 3, 5, 7),
  spreads = c(0.0050, 0.0070, 0.0090, 0.0110),
  lgd = 0.6,
  premium_frequency = 4,
  specs = curve_specs
)
is.CDSCurve(cds_curve)

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