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wilsonfreitas / R-fixedincome

Fixed income tools for R
http://wilsonfreitas.github.io/R-fixedincome/
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Compute forward rates #4

Closed wilsonfreitas closed 10 years ago

wilsonfreitas commented 10 years ago

Forward rates should be computed for pair of dates. The same way we do in bizdays(from, to). from cannot be greater than to.

wilsonfreitas commented 10 years ago

Done, in many commits.

Not all arguments are can be vectorized, only to and from. I have to use it more to understand if forward is worth vectorize.

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