maturities {fixedincome} | R Documentation |
Get SpotRateCurve terms as Date objects
Description
Compute the SpotRateCurve terms as Date objects, according to the curve's reference date.
Usage
maturities(x)
Arguments
x |
a SpotRateCurve object. |
Value
A vector of Date
objects that represent the curve's terms
and using
curve's refdate
as a starting point.
Examples
terms <- c(1, 11, 26, 27, 28)
rates <- c(0.0719, 0.056, 0.0674, 0.0687, 0.07)
curve <- spotratecurve(rates, terms, "discrete", "actual/365", "actual")
maturities(curve)
[Package fixedincome version 0.0.5 Index]