change_type {actuaryr}

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")