fCreateCashflowMatrix

A set of market instruments as a
  dataframe with columns Type, Tenor, Frequency and Rate
  with Type in (LIBOR, SWAP), Tenor the instrument maturity
  in years and rate the rate per annum

dfInstruments


  Returns the matrix of cashflows for the list of
  instruments


Constructs a yield curve by the Smith-Wilson method from a
table of LIBOR and SWAP rates

fCreateCashflowMatrix: Returns the matrix of cashflows for the list of instruments

Description

Usage

Arguments