change_period {actuaryr}

Change the period of an interest rates curve

Description

Changes the period of an interest rates curve (object of class ircurve) from year to monthl or vice versa.

Usage

change_period(ircurve, to)

Arguments

ircurve

an object of class ircurve

to

"year" or "month"

Value

An object of class ircurve with changed type.

Examples

my_ircurve <- as_ircurve(rep(0.01, 12), period = "month")
change_period(my_ircurve, to = "year")