fGetCashflowsBond {SmithWilsonYieldCurve}R Documentation

Gets the cashflow schedule for a bond

Description

Gets the cashflow schedule for a bond

Usage

fGetCashflowsBond(dfInstrument)

Arguments

dfInstrument

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


[Package SmithWilsonYieldCurve version 1.1.1 Index]