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SmithWilsonYieldCurve (version 1.0.1)

fGetCashflowsLibor: Gets the cashflow schedule for a LIBOR agreement

Description

Gets the cashflow schedule for a LIBOR agreement

Usage

fGetCashflowsLibor(dfInstrument)

Arguments

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