R: Extract the payment date of a LIBOR agreement in years

fGetTimesLibor {SmithWilsonYieldCurve}

R Documentation

Extract the payment date of a LIBOR agreement in years

Extract the payment date of a LIBOR agreement in years

  fGetTimesLibor(dfInstrument)

dfInstrument

A dataframe of instuments with at least columns Type and Tenor

[Package SmithWilsonYieldCurve version 1.1.1 Index]