actuaryr (version 1.1.1)

as_ircurve: Create an interest rates curve

Description

Creates an object of class ircurve which represents in interest rates curve. The curve cosists of interest rates and is of type either "forward" or "spot". The interest rates curve can be for monthly or yearly periods.

Usage

as_ircurve(rates = double(), type = "forward", period = "year")

Arguments

rates

vector of rates

type

"forward" or "spot"

period

"year" or "month"

Value

Interest rates curve, an object of class ircurve.

Examples

# NOT RUN {
as_ircurve(c(0.01, 0.015))
as_ircurve(c(0.002, 0.001), type = "spot", period = "month")
# }