Interpolation-class

FlatForward-class

Linear-class

LogLinear-class

NaturalSpline-class

HermiteSpline-class

MonotoneSpline-class

NelsonSiegel-class

NelsonSiegelSvensson-class

<p>Classes that implement interpolation methods to be used with <code>SpotRateCurve</code>
objects.</p>

Fixed income mathematics made easy. A rich set of functions
that helps with calculations of interest rates and fixed income.
It has objects that abstract interest rates, compounding factors, day count rules,
forward rates and term structure of interest rates.
Many interpolation methods and parametric curve models commonly used by practitioners
are implemented.

Wilson Freitas

fixedincome

Fixed Income Models, Calculations, Data Structures and
Instruments

Interpolation-class function

Interpolation classes — Interpolation-class

Interpolation classes

Interpolation-class: Interpolation classes

Description

Arguments

Details