change_type {actuaryr}R Documentation

Change the type of an interest rates curve

Description

Changes the type of an interest rates curve (object of class ircurve) from forward to spot or vice versa.

Usage

change_type(ircurve, to)

Arguments

ircurve

an object of class ircurve

to

"forward" or "spot"

Value

An object of class ircurve with changed type.

Examples

my_ircurve <- as_ircurve(c(0.1, 0.2, 0.3), type = "spot")
change_type(my_ircurve, to = "forward")

[Package actuaryr version 1.1.1 Index]