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sstModel (version 1.0.0)

initialRate: Constructing Initial Interest Rates

Description

Constructor for initial Initial Rates values.

Usage

initialRate(time, currency, rate)

Arguments

time

integer value, the times to maturity.

currency

character value, the currencies.

rate

numeric value, the interest rates.

Value

a data.frame with option stringsAsFactors = FALSE.

See Also

marketRisk.