MarketInterestRate: 'MarketInterestRate'

MarketInterestRateR Documentation

MarketInterestRate

Description

Constructor for a YieldCurve object with constant rates for all tenors.

Usage

MarketInterestRate(rate, refDate, label, ...)

Arguments

rate

a numeric to set the constant market rate.

date

a character indicating the reference date.

label

a character to name the YieldCurve object.

Value

an object of type YieldCurve.

Examples

yc_flat <- MarketInterestRate(0.05, "2015-01-01", "MarketRate")


wbreymann/FEMS documentation built on Dec. 8, 2022, 9:43 a.m.