COPOMScenarios-class: COPOMScenarios class
In wilsonfreitas/copom: Term Structure Interpolation Considering Regulators Meetings
COPOMScenarios-class R Documentation
COPOMScenarios class
Description
COPOMScenarios class is an interpolation that uses scenarios for spot rates
after COPOM meetings together with flat forward COPOM interpolation.
Details
The scenarios can be defined in two ways:
- future values for SELIC rates
- future values for changes in SELIC rates
both associated to each meeting.
See Also
FlatForwardCOPOM
interp_flatforwardcopom
wilsonfreitas/copom documentation built on June 11, 2025, 10:20 p.m.
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| COPOMScenarios-class | R Documentation |
COPOMScenarios class
Description
COPOMScenarios class is an interpolation that uses scenarios for spot rates after COPOM meetings together with flat forward COPOM interpolation.
Details
The scenarios can be defined in two ways:
- future values for SELIC rates - future values for changes in SELIC rates
both associated to each meeting.
See Also
FlatForwardCOPOM
interp_flatforwardcopom
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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