Interpolation {fmbasics} | R Documentation |
Interpolation
Description
These are lightweight interpolation classes that are used to specify typical financial market interpolation schemes. Their behaviour is dictated by the object in which they defined.
Usage
ConstantInterpolation()
LogDFInterpolation()
LinearInterpolation()
CubicInterpolation()
Value
an object that inherits from the Interpolation
class.
Examples
ConstantInterpolation()
[Package fmbasics version 0.3.0 Index]