MatAdjusted function

Adjust vector of maturities

Adjust vector of maturities

MatAdjusted(mat, UnitYields)

Arguments

  • mat: vector of maturities (J x 1)
  • UnitYields: Available options: "Month" and "Year"
  • Maintainer: Rubens Moura
  • License: GPL-2 | GPL-3
  • Last published: 2025-03-24