fGetCashflowsLibor {SmithWilsonYieldCurve}

Gets the cashflow schedule for a LIBOR agreement

Description

Gets the cashflow schedule for a LIBOR agreement

Usage

  fGetCashflowsLibor(dfInstrument)

Arguments

dfInstrument

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