R: Returns the matrix of cashflows for the list of instruments

fCreateCashflowMatrix {SmithWilsonYieldCurve}

R Documentation

Returns the matrix of cashflows for the list of instruments

Description

Returns the matrix of cashflows for the list of instruments

Usage

  fCreateCashflowMatrix(dfInstruments)

Arguments

dfInstruments

A set of market instruments as a dataframe with columns Type, Tenor, Frequency and Rate with Type in (LIBOR, SWAP, BOND), Tenor the instrument maturity in years and rate the rate per annum

[Package SmithWilsonYieldCurve version 1.1.1 Index]