examples/test_ffcopom_get_curve.R
In wilsonfreitas/copom: Term Structure Interpolation Considering Regulators Meetings
library(rb3)
library(bizdays)
library(fixedincome)
library(copom)
library(tidyverse)
source("examples/utils-functions.R")
refdate <- getdate("last bizday", Sys.Date(), "Brazil/ANBIMA")
di1_curve <- get_di1_curve(refdate)
copom_dates <- get_copom_dates(refdate, 6)
interpolation(di1_curve) <- interp_flatforwardcopom(copom_dates, "optimize")
interpolation(di1_curve)@moves$moves * 1e4
wilsonfreitas/copom documentation built on June 11, 2025, 10:20 p.m.
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library(rb3)
library(bizdays)
library(fixedincome)
library(copom)
library(tidyverse)
source("examples/utils-functions.R")
refdate <- getdate("last bizday", Sys.Date(), "Brazil/ANBIMA")
di1_curve <- get_di1_curve(refdate)
copom_dates <- get_copom_dates(refdate, 6)
interpolation(di1_curve) <- interp_flatforwardcopom(copom_dates, "optimize")
interpolation(di1_curve)@moves$moves * 1e4
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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