as_tibble.ZeroCurve {fmbasics}R Documentation

ZeroCurve attributes as a data frame

Description

Create a tibble that contains the pillar point maturities in years (using the act/365 convention) and the corresponding continuously compounded zero rates.

Usage

## S3 method for class 'ZeroCurve'
as_tibble(x, ...)

Arguments

x

a ZeroCurve object

...

other parameters that are not used by this methods

Value

a tibble with two columns named Years and Zeros.

See Also

tibble::tibble()

Examples

library(tibble)
zc <- build_zero_curve()
as_tibble(zc)

[Package fmbasics version 0.3.0 Index]