| Interpolation-class {fixedincome} | R Documentation |
Interpolation classes
Description
Classes that implement interpolation methods to be used with SpotRateCurve
objects.
Details
FlatForward
Linear
LogLinear
NaturalSpline
HermiteSpline
MonotoneSpline
NelsonSiegel
NelsonSiegelSvensson
Every class that implement a interpolation method inherits the
Interpolation class.
[Package fixedincome version 0.0.5 Index]