daycount

<code>daycount</code> creates a <code>Daycount</code> object.
It accepts the following daycount rules: <code>actual/365</code>,
<code>actual/360</code>, <code>business/252</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

daycount function

<dl><dt>x</dt>
<dd>a character representing a daycount rule, like: <code>business/252</code>,
<code>actual/365</code>, <code>actual/360</code>, ...</dd>
<dt>...</dt>
<dd>additional arguments. Currently unused.</dd></dl>

Arguments

Create Daycount class — daycount

<dl>

<dt>x</dt>
<dd>a character representing a daycount rule, like: <code>business/252</code>,
<code>actual/365</code>, <code>actual/360</code>, ...</dd>


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

</dl>

daycount: Create Daycount class

Description

Usage

Value

Arguments

Examples