fGetCashflowsLibor {SmithWilsonYieldCurve} | R Documentation |
Gets the cashflow schedule for a LIBOR agreement
fGetCashflowsLibor(dfInstrument)
dfInstrument |
A set of market instruments as a dataframe with columns Type, Tenor and Rate with Type in (LIBOR, SWAP), Tenor the instrument maturity in years and rate the rate per annum |