as.forwardrate

as.forwardrate.SpotRate

as.forwardrate.SpotRateCurve

A <code>ForwardRate</code> object can be created from a <code>SpotRate</code> object and
a <code>SpotRateCurve</code>.

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

as.forwardrate function

<dl><dt>x</dt>
<dd>a <code>SpotRate</code> or a <code>SpotRateCurve</code> object.</dd>
<dt>...</dt>
<dd>additional arguments</dd>
<dt>terms</dt>
<dd>a numeric with positive values representing terms or a Term
object.</dd>
<dt>refdate</dt>
<dd>the curve reference date.</dd>
<dt>t1</dt>
<dd>initial term</dd>
<dt>t2</dt>
<dd>final term</dd></dl>

Arguments

Coerce objects to ForwardRate — as.forwardrate

<dl>

<dt>x</dt>
<dd>a <code>SpotRate</code> or a <code>SpotRateCurve</code> object.</dd>


<dt>...</dt>
<dd>additional arguments</dd>


<dt>terms</dt>
<dd>a numeric with positive values representing terms or a Term
object.</dd>


<dt>refdate</dt>
<dd>the curve reference date.</dd>


<dt>t1</dt>
<dd>initial term</dd>


<dt>t2</dt>
<dd>final term</dd>

</dl>

as.forwardrate: Coerce objects to ForwardRate

Description

Usage

Value

Arguments