fGetTimesSwap {SmithWilsonYieldCurve}R Documentation

Extract the payment dates of a Swap agreement in years

Description

Extract the payment dates of a Swap agreement in years

Usage

  fGetTimesSwap(dfInstrument)

Arguments

dfInstrument

A dataframe of instuments with at least columns Type and Tenor


[Package SmithWilsonYieldCurve version 1.1.1 Index]