Closed wilsonfreitas closed 10 years ago
implement print for curves
print
> cic[20] [,1] 20 10.70953761 attr(,"dib") [1] 252 attr(,"compounding") [1] "compounded" attr(,"class") [1] "CurveInterpolation" "SpotRateCurve" attr(,"method") function (curve) { prices <- (1 + rates(curve))^(terms(curve)/dib(curve)) interp.coords <- xy.coords(terms(curve), log(prices)) interp.FUN <- approxfun(interp.coords, method = "linear") dib <- dib(curve) function(term) { log.price <- interp.FUN(term) price <- exp(log.price) price^(dib/term) - 1 } } <environment: namespace:fixedincome>
implement
print
for curves