SpotRateCurve-class: SpotRateCurve class
In wilsonfreitas/R-fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments
SpotRateCurve-class R Documentation
SpotRateCurve class
Description
The SpotRateCurve class abstracts a term structure of SpotRate objects.
The SpotRateCurve has a reference date (refdate slot), that is a
mark to market date.
The SpotRates are indexed to future dates according to its reference date
and these future dates represent the terms of the SpotRateCurve.
Details
Once the SpotRateCurve object is built, any SpotRate can be accessed
using indexing operations: [] positional indexing, [[]]
term indexing.
The SpotRateCurve inherits SpotRate class and has three slots:
terms that is a Term object, refdate and interpolation that defines the
method used to interpolate the curve.
wilsonfreitas/R-fixedincome documentation built on June 30, 2023, 7:46 a.m.
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| SpotRateCurve-class | R Documentation |
SpotRateCurve class
Description
The SpotRateCurve class abstracts a term structure of SpotRate objects.
The SpotRateCurve has a reference date (refdate slot), that is a
mark to market date.
The SpotRates are indexed to future dates according to its reference date
and these future dates represent the terms of the SpotRateCurve.
Details
Once the SpotRateCurve object is built, any SpotRate can be accessed
using indexing operations: [] positional indexing, [[]]
term indexing.
The SpotRateCurve inherits SpotRate class and has three slots: terms that is a Term object, refdate and interpolation that defines the method used to interpolate the curve.
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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