change_period {actuaryr} | R Documentation |
Changes the period of an interest rates curve (object of class ircurve) from year to monthl or vice versa.
change_period(ircurve, to)
ircurve |
an object of class ircurve |
to |
"year" or "month" |
An object of class ircurve with changed type.
my_ircurve <- as_ircurve(rep(0.01, 12), period = "month")
change_period(my_ircurve, to = "year")