interpolation {fixedincome} | R Documentation |
Sets and gets interpolation method to the SpotRateCurve.
interpolation(x, ...)
interpolation(x) <- value
x |
a SpotRateCurve object. |
... |
additional arguments. Currently unused. |
value |
a Interpolation object. |
A Interpolatin object.
terms <- c(1, 11, 26, 27, 28)
rates <- c(0.0719, 0.056, 0.0674, 0.0687, 0.07)
curve <- spotratecurve(rates, terms, "discrete", "actual/365", "actual")
interpolation(curve) <- interp_flatforward()
interpolation(curve)