API for wilsonfreitas/copom
Term Structure Interpolation Considering Regulators Meetings
| Global functions | |
|---|---|
| COPOMScenarios-class | Man page |
| FlatForwardCOPOM-class | Man page |
| calc_moves_and_forwards | Source code |
| calc_with | Source code |
| calc_zero | Source code |
| copom | Man page |
| copom-package | Man page |
| copom_calc | Source code |
| filter_curve_to_optim | Source code |
| fit_interpolation,COPOMScenarios,SpotRateCurve-method | Man page |
| forward_calc_optim | Source code |
| forward_calc_use_first_future | Source code |
| forward_calc_use_forward | Source code |
| forward_calc_use_second_future | Source code |
| get_copom_dates | Man page Source code |
| interp_copomscenarios | Man page Source code |
| interp_flatforwardcopom | Man page Source code |
| prepare_interpolation,COPOMScenarios,SpotRateCurve-method | Man page |
| prepare_interpolation,FlatForwardCOPOM,SpotRateCurve-method | Man page |
| split_curve_into_copom_dates | Source code |
