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fixedincome (version 0.0.5)

as.spotratecurve: Coerce objects to spotratecurve

Description

A SpotRateCurve can be created from a ForwardRate object.

Usage

as.spotratecurve(x, ...)

# S3 method for ForwardRate as.spotratecurve(x, refdate = Sys.Date(), ...)

Value

A SpotRateCurve object create from another object.

Arguments

x

a ForwardRate object.

...

additional arguments

refdate

the curve reference date.