as_DiscountFactor {fmbasics}

Coerce to DiscountFactor

Description

You can coerce objects to the DiscountFactor class using this method.

Usage

as_DiscountFactor(x, ...)

## S3 method for class 'InterestRate'
as_DiscountFactor(x, d1, d2, ...)

Arguments

x

object to coerce

...

other parameters passed to methods

d1

a Date vector containing the as of date

d2

a Date vector containing the date to which the discount factor applies

Value

a DiscountFactor object

Examples

library("lubridate")
as_DiscountFactor(InterestRate(c(0.04, 0.05), c(2, 4), 'act/365'),
  ymd(20140101), ymd(20150101))