spotrate

<code>spotrate()</code> function creates <code>SpotRate</code> objects.

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

spotrate function

<dl><dt>x</dt>
<dd>a numeric vector representing spot rate values.</dd>
<dt>compounding</dt>
<dd>a <code>Compounding</code> object.</dd>
<dt>daycount</dt>
<dd>a <code>Daycount</code> object.</dd>
<dt>calendar</dt>
<dd>a <code>bizdays</code> calendar.</dd>
<dt>.copyfrom</dt>
<dd>a <code>SpotRate</code> object used as reference to copy
attributes.</dd></dl>

Arguments

Create SpotRate objects — spotrate

<dl>

<dt>x</dt>
<dd>a numeric vector representing spot rate values.</dd>


<dt>compounding</dt>
<dd>a <code>Compounding</code> object.</dd>


<dt>daycount</dt>
<dd>a <code>Daycount</code> object.</dd>


<dt>calendar</dt>
<dd>a <code>bizdays</code> calendar.</dd>


<dt>.copyfrom</dt>
<dd>a <code>SpotRate</code> object used as reference to copy
attributes.</dd>

</dl>

spotrate: Create SpotRate objects

Description

Usage

Value

Arguments

Examples