tvm (version 0.5.2)

[.rate_curve: Returns a particular rate or rates from a curve

Description

Returns a particular rate or rates from a curve

Usage

# S3 method for rate_curve
[(r, rate_type = "zero_eff", x = NULL)

Value

If x is NULL, then returns a rate function of rate_type type. Else, it returns the rates of rate_type type and corresponding to time x

Arguments

r

The rate_curve object

rate_type

The rate type

x

The points in time to return

Examples

r <- rate_curve(rates = c(0.1, 0.2, 0.3), rate_type = "zero_eff")
r["zero_eff"]
r["swap",c(1.5, 2)]