Closed wilsonfreitas closed 2 years ago
To create a spotratecurve we need to instantiate a spotrate object and pass it as an argument to the spotratecurve constructor.
rates <- as.spotrate(value, compounding, daycount, calendar) as.spotratecurve(terms, rates, refdate=date, interp=interp, name=ticker)
It might be useful to have another spotratecurve constructor accepting numeric values instead of a spotrate object. Something like:
as.spotratecurve(terms, value, compounding, daycount, calendar, refdate=date, interp=interp, name=ticker)
To create a spotratecurve we need to instantiate a spotrate object and pass it as an argument to the spotratecurve constructor.
It might be useful to have another spotratecurve constructor accepting numeric values instead of a spotrate object. Something like: