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wilsonfreitas / R-fixedincome

Fixed income tools for R
http://wilsonfreitas.github.io/R-fixedincome/
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create empty spotrate and empty spotratecurve #15

Open wilsonfreitas opened 9 years ago

wilsonfreitas commented 9 years ago

empty spotrate and empty curves are useful for bootstrap.

> spotrate(compounding='discrete', daycount='business/252', calendar=cal)
<empty> discrete business/252 ANBIMA