adjust_disc

Adjusts the discount factors by a spread

Functions for managing cashflows and interest rate curves.

Juan Truppia

Time Value of Money Functions

adjust_disc function

<dl><dt>fd</dt>
<dd>vector of discount factors used to discount cashflows in <code>1:length(fd)</code> periods</dd>
<dt>spread</dt>
<dd>effective spread</dd></dl>

Arguments

Adjusts the discount factors by a spread — adjust_disc

<dl>

<dt>fd</dt>
<dd>vector of discount factors used to discount cashflows in <code>1:length(fd)</code> periods</dd>


<dt>spread</dt>
<dd>effective spread</dd>

</dl>

adjust_disc: Adjusts the discount factors by a spread

Description

Usage

Arguments

Examples