fCreateTimeVector

A dataframe of instuments with at
  least columns Type and Tenor

dfInstruments


  Assumes that LIBOR tenor is in days, with 365 days per
  year. Assumes that SWAPs are semi-annual Returns a vector
  of all unique cashflow times in years


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

fCreateTimeVector: Extract a vector of cashflow times in years from a list of instruments

Description

Usage

Arguments