tvm (version 0.3.0)

adjust_disc: Adjusts the discount factors by a spread

Description

Adjusts the discount factors by a spread

Usage

adjust_disc(fd, spread)

Arguments

fd

vector of discount factors used to discount cashflows in 1:length(fd) periods

spread

effective spread

Examples

# NOT RUN {
adjust_disc(fd = c(0.99, 0.98), spread = 0.01)
# }