Closed wilsonfreitas closed 1 year ago
The refdate is necessary to convert a ForwardRate object to a data.frame.
The data.frame has three columns: date, terms and rates.
The date column is created by summing the cumsum(terms) to the refdate.
This is a term structure of reference dates.
One more column should be added: forward terms, this represents the term for each rate.
The refdate is necessary to convert a ForwardRate object to a data.frame.
The data.frame has three columns: date, terms and rates.
The date column is created by summing the cumsum(terms) to the refdate.
This is a term structure of reference dates.
One more column should be added: forward terms, this represents the term for each rate.