cubic_spline: Cubic Spline
In nathanesau/StocVal: Values embedded options in DB pension plan.
Description
Usage
Arguments
Details
Value
Examples
Description
Computes the cubic spline linear interpolation for unknown yield terms
Usage
1
Arguments
termStruct
Data frame containing term and USD risk free rate. Maximum term is 30.
Details
This function must be called to perform the stochastic valuation
Value
A data frame containing the interpolated USD risk free rates.
Examples
1
termStruct.out <- cubic_spline(termStruct)
nathanesau/StocVal documentation built on May 23, 2019, 12:18 p.m.
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Description Usage Arguments Details Value Examples
Description
Computes the cubic spline linear interpolation for unknown yield terms
Usage
1 |
Arguments
termStruct |
Data frame containing term and USD risk free rate. Maximum term is 30. |
Details
This function must be called to perform the stochastic valuation
Value
A data frame containing the interpolated USD risk free rates.
Examples
1 | termStruct.out <- cubic_spline(termStruct)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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