Financial Market Building Blocks
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘fmbasics’ version 0.3.0
Help Pages
A B C D E F G H I J L M N O S T U Z
| fmbasics-package | fmbasics: Financial Market Building Blocks |
-- A --
| AONIA | Standard ONIA |
| as_DiscountFactor | Coerce to DiscountFactor |
| as_DiscountFactor.InterestRate | Coerce to DiscountFactor |
| as_InterestRate | Coerce to InterestRate |
| as_InterestRate.DiscountFactor | Coerce to InterestRate |
| as_InterestRate.InterestRate | Coerce to InterestRate |
| as_tibble.ZeroCurve | ZeroCurve attributes as a data frame |
| AUD | Handy Currency constructors |
| AUDBBSW | Standard IBOR |
| AUDBBSW1b | Standard IBOR |
| AUDNZD | Handy CurrencyPair constructors |
| AUDUSD | Handy CurrencyPair constructors |
-- B --
| build_zero_curve | Build a 'ZeroCurve' from example data set |
-- C --
| CashFlow | Create a CashFlow |
| CashIndex | CashIndex class |
| CHF | Handy Currency constructors |
| CHFLIBOR | Standard IBOR |
| CHFTOIS | Standard ONIA |
| compounding | Compounding frequencies |
| ConstantInterpolation | Interpolation |
| CubicInterpolation | Interpolation |
| Currency | Build a Currency |
| CurrencyConstructors | Handy Currency constructors |
| CurrencyPair | CurrencyPair class |
| CurrencyPairConstructors | Handy CurrencyPair constructors |
| CurrencyPairMethods | CurrencyPair methods |
-- D --
| DiscountFactor | DiscountFactor class |
| DiscountFactor-operators | 'DiscountFactor' operations |
-- E --
| EONIA | Standard ONIA |
| EUR | Handy Currency constructors |
| EURCHF | Handy CurrencyPair constructors |
| EURGBP | Handy CurrencyPair constructors |
| EURIBOR | Standard IBOR |
| EURNOK | Handy CurrencyPair constructors |
| EURUSD | Handy CurrencyPair constructors |
-- F --
| FedFunds | Standard ONIA |
| fmbasics | fmbasics: Financial Market Building Blocks |
-- G --
| GBP | Handy Currency constructors |
| GBPJPY | Handy CurrencyPair constructors |
| GBPLIBOR | Standard IBOR |
| GBPUSD | Handy CurrencyPair constructors |
-- H --
| HKD | Handy Currency constructors |
| HKDHIBOR | Standard IBOR |
| HONIX | Standard ONIA |
-- I --
| IborIndex | IborIndex class |
| iborindices | Standard IBOR |
| indexcheckers | Index class checkers |
| indexshifters | Index date shifters |
| InterestRate | InterestRate class |
| InterestRate-operators | 'InterestRate' operations |
| interpolate | Interpolate values from an object |
| interpolate.ZeroCurve | Interpolate a 'ZeroCurve' |
| interpolate_dfs | Interpolate forward rates and discount factors |
| interpolate_dfs.ZeroCurve | Interpolate forward rates and discount factors |
| interpolate_fwds | Interpolate forward rates and discount factors |
| interpolate_fwds.ZeroCurve | Interpolate forward rates and discount factors |
| interpolate_zeros | Interpolate zeros |
| interpolate_zeros.ZeroCurve | Interpolate zeros |
| Interpolation | Interpolation |
| invert | CurrencyPair methods |
| is.CashFlow | Inherits from CashFlow |
| is.CashIndex | Index class checkers |
| is.ConstantInterpolation | Check Interpolation class |
| is.CubicInterpolation | Check Interpolation class |
| is.Currency | Inherits from Currency |
| is.CurrencyPair | Inherits from 'CurrencyPair' class |
| is.DiscountFactor | Inherits from DiscountFactor |
| is.IborIndex | Index class checkers |
| is.Index | Index class checkers |
| is.InterestRate | Inherits from InterestRate |
| is.Interpolation | Check Interpolation class |
| is.LinearInterpolation | Check Interpolation class |
| is.LogDFInterpolation | Check Interpolation class |
| is.MultiCurrencyMoney | Inherits from MultiCurrencyMoney |
| is.SingleCurrencyMoney | Inherits from SingleCurrencyMoney |
| is.ZeroCurve | Inherits from ZeroCurve |
| iso | Get ISO |
| iso.CashIndex | Get ISO |
| iso.CurrencyPair | Get ISO |
| iso.default | Get ISO |
| iso.IborIndex | Get ISO |
| is_t1 | CurrencyPair methods |
| is_valid_compounding | Compounding frequencies |
-- J --
| JPY | Handy Currency constructors |
| JPYLIBOR | Standard IBOR |
| JPYTIBOR | Standard IBOR |
-- L --
| LinearInterpolation | Interpolation |
| LogDFInterpolation | Interpolation |
-- M --
| MultiCurrencyMoney | MultiCurrencyMoney |
-- N --
| NOK | Handy Currency constructors |
| NOKNIBOR | Standard IBOR |
| NZD | Handy Currency constructors |
| NZDBKBM | Standard IBOR |
| NZDUSD | Handy CurrencyPair constructors |
| NZIONA | Standard ONIA |
-- O --
| oniaindices | Standard ONIA |
-- S --
| SingleCurrencyMoney | SingleCurrencyMoney |
| SONIA | Standard ONIA |
-- T --
| TONAR | Standard ONIA |
| to_forward | CurrencyPair methods |
| to_fx_value | CurrencyPair methods |
| to_maturity | Index date shifters |
| to_maturity.default | Index date shifters |
| to_reset | Index date shifters |
| to_reset.default | Index date shifters |
| to_spot | CurrencyPair methods |
| to_spot_next | CurrencyPair methods |
| to_today | CurrencyPair methods |
| to_tomorrow | CurrencyPair methods |
| to_value | Index date shifters |
| to_value.default | Index date shifters |
-- U --
| USD | Handy Currency constructors |
| USDCHF | Handy CurrencyPair constructors |
| USDHKD | Handy CurrencyPair constructors |
| USDJPY | Handy CurrencyPair constructors |
| USDLIBOR | Standard IBOR |
| USDNOK | Handy CurrencyPair constructors |
-- Z --
| ZeroCurve | ZeroCurve class |