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eddelbuettel / rquantlib

R interface to the QuantLib library
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add extra swap tenors #49

Closed thrasibule closed 8 years ago

thrasibule commented 8 years ago

I'm using the yield curve data published by Markit (see http://www.cdsmodel.com/assets/cds-model/docs/Interest%20Rate%20Curve%20-%20XML%20Specifications.pdf) and they provide additional swap tenors.

eddelbuettel commented 8 years ago

That seems straightforward enough.

@tleitch Any reason from your side not to merge this?

tleitch commented 8 years ago

Looks good to me, and useful.