tsQuotes

Vol Cube Example Data 
Short time series examples

The 'RQuantLib' package makes parts of 'QuantLib' accessible from R
The 'QuantLib' project aims to provide a comprehensive software framework
for quantitative finance. The goal is to provide a standard open source library
for quantitative analysis, modeling, trading, and risk management of financial
assets.

Dirk Eddelbuettel

RQuantLib

R Interface to the 'QuantLib' Library

tsQuotes function

A series of tenors and rates approppriate for calling DiscountCurve

tsQuotes: Vol Cube Example Data Short time series examples

Description

Arguments

Format