fixedincome0.0.5 package

Coerce objects to ForwardRate

Coerce to SpotRate

Coerce objects to spotratecurve

Coerce a character to a Term

Compound method

Compounding class

Create Compounding class

Datasets

Daycount class

Create Daycount class

Days in base for Daycount

Calculate lagged differences of Term objects

Fit parametric interpolation functions

Fixed income models, calculations and data structures

ForwardRate class

Create a ForwardRate object

ggplot2 plotting functions

Fancy ggplot for SpotRateCurve object

Internal page for hidden aliases

Implied rates

Interpolates a SpotRateCurve

Interpolation classes

Create Interpolation objects

Set/Get interpolation to SpotRateCurve

Interpolation error

Get SpotRateCurve terms as Date objects

Get parameters of the interpolation models

Create the interpolation function

Shift vectors

SpotRate class

SpotRate comparison operations

Create SpotRate objects

SpotRateCurve class

SpotRateCurve helpers

Create a SpotRateCurve object

Term class

Convert Term in different units

Create Term class