RDocumentation
Moon
Learn R
Search all packages and functions
RQuantLib (version 0.4.3)
vcube: Vol Cube Example Data
Description
Data for valuing swaption examples including rates and a lognormal vol cube
Usage
data(vcube)
Arguments
Format
two data frames:
vcube
, a data frame with four columns:
Expiry
,
Tenor
,
LogNormalVol
, and
Spread
Source
TBA