diff,Term-method

<code>diff</code> returns a Term vector with lagged differences.

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

diff,Term-method function

<dl><dt>x</dt>
<dd>a Term object.</dd>
<dt>lag</dt>
<dd>a numerix indicating which lag to use.</dd>
<dt>...</dt>
<dd>additional arguments. Currently unused.</dd>
<dt>fill</dt>
<dd>a numeric value (or <code>NA</code>) to fill the empty created by
applying diff to a Term object.</dd></dl>

Arguments

Calculate lagged differences of Term objects — diff,Term-method

<dl>

<dt>x</dt>
<dd>a Term object.</dd>


<dt>lag</dt>
<dd>a numerix indicating which lag to use.</dd>


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


<dt>fill</dt>
<dd>a numeric value (or <code>NA</code>) to fill the empty created by
applying diff to a Term object.</dd>

</dl>

diff,Term-method: Calculate lagged differences of Term objects

Description

Usage

Value

Arguments

Examples