fGetCashflowsSwap {SmithWilsonYieldCurve}

Gets the cashflow schedule for a swap

Description

Gets the cashflow schedule for a swap

Usage

  fGetCashflowsSwap(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