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]