change_type {actuaryr} | R Documentation |
Changes the type of an interest rates curve (object of class ircurve) from forward to spot or vice versa.
change_type(ircurve, to)
ircurve |
an object of class ircurve |
to |
"forward" or "spot" |
An object of class ircurve with changed type.
my_ircurve <- as_ircurve(c(0.1, 0.2, 0.3), type = "spot")
change_type(my_ircurve, to = "forward")