fixedincome (version 0.0.5)

ggplot2-support: ggplot2 plotting functions

Description

Functions to plot fixedincome objects using ggplot2 package and its grammar of graphics.

Usage

# S3 method for SpotRateCurve
autoplot(
  object,
  ...,
  curve.name = NULL,
  curve.geom = c("line", "point"),
  curve.interpolation = FALSE,
  curve.x.axis = c("dates", "terms")
)
# S3 method for SpotRateCurve
autolayer(
  object,
  ...,
  curve.name = NULL,
  curve.geom = c("line", "point"),
  curve.interpolation = FALSE,
  curve.x.axis = c("dates", "terms")
)
# S3 method for ForwardRate
autolayer(
  object,
  ...,
  curve.name = NULL,
  curve.geom = c("step", "line", "point"),
  curve.x.axis = c("dates", "terms")
)

Arguments

object

SpotRateCurve or ForwardRate objects

...

additional arguments passed to ggplot2 geom_* functions

curve.name

Curve's name

curve.geom

Curve geom used: line, point, step

curve.interpolation

logical indicating to use curve interpolation in the plot. Defaults to FALSE.

curve.x.axis

x axis can be presented with a numeric scale representing business days (terms) or dates (dates). Defaults to dates.