fixedincome (version 0.0.5)

interpolation: Set/Get interpolation to SpotRateCurve

Description

Sets and gets interpolation method to the SpotRateCurve.

Usage

interpolation(x, ...)
interpolation(x) <- value

Value

A Interpolatin object.

Arguments

x

a SpotRateCurve object.

...

additional arguments. Currently unused.

value

a Interpolation object.

Examples

terms <- c(1, 11, 26, 27, 28)
rates <- c(0.0719, 0.056, 0.0674, 0.0687, 0.07)
curve <- spotratecurve(rates, terms, "discrete", "actual/365", "actual")
interpolation(curve) <- interp_flatforward()
interpolation(curve)