ggspotratecurveplot: Fancy ggplot for SpotRateCurve object

In wilsonfreitas/R-fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments

Fancy ggplot for SpotRateCurve object

Description

Fancy ggplot for SpotRateCurve object with custom axis, title

Usage

ggspotratecurveplot(
  curve,
  title = NULL,
  subtitle = NULL,
  caption = NULL,
  curve.name = NULL,
  curve.interpolation = FALSE,
  curve.x.axis = c("dates", "terms"),
  ...
)

Arguments

curve	SpotRateCurve object
title	plot title
subtitle	plot subtitle
caption	plot caption
curve.name	Curve's name, if not provided curve's refdate is used.
curve.interpolation	logical indicating to use daily interpolation instead of curve points. Defaults to FALSE.
curve.x.axis	x axis can be presented with a numeric scale representing business days (terms) or dates (dates). Defaults to dates.
...	additional arguments (not used)

Examples

## Not run: 
terms <- c(1, 11, 26, 27, 28)
rates <- c(0.0719, 0.056, 0.0674, 0.0687, 0.07)
curve <- spotratecurve(rates, terms, "discrete", "actual/365", "actual")
ggspotratecurveplot(curve)

## End(Not run)

wilsonfreitas/R-fixedincome documentation built on June 30, 2023, 7:46 a.m.