Fixed Income Models, Calculations, Data Structures and Instruments

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Documentation for package ‘fixedincome’ version 0.0.4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

A C D F G H I L M N P S T Z misc

fixedincome-package

Fixed income models, calculations and data structures

-- A --

as.forwardrate	Coerce objects to ForwardRate
as.forwardrate.SpotRate	Coerce objects to ForwardRate
as.forwardrate.SpotRateCurve	Coerce objects to ForwardRate
as.spotrate	Coerce to SpotRate
as.spotrate-method	Coerce to SpotRate
as.spotratecurve	Coerce objects to spotratecurve
as.spotratecurve.ForwardRate	Coerce objects to spotratecurve
as.term	Coerce a character to a Term
as.term-method	Coerce a character to a Term
autolayer.ForwardRate	ggplot2 plotting functions
autolayer.SpotRateCurve	ggplot2 plotting functions
autoplot.SpotRateCurve	ggplot2 plotting functions

-- C --

closest	SpotRateCurve helpers
closest-method	SpotRateCurve helpers
Compare-method	SpotRate comparison operations
compound	Compound method
compound-method	Compound method
compounding	Create Compounding class
Compounding-class	Compounding class
Continuous-class	Compounding class
ContinuousCompoundingClass	Compounding class

-- D --

datasets	Datasets
DateRangeTerm-class	Term class
daycount	Create Daycount class
Daycount-class	Daycount class
dib	Days in base for Daycount
dib-method	Days in base for Daycount
diff-method	Calculate lagged differences of Term objects
discount	Compound method
discount-method	Compound method
Discrete-class	Compounding class
DiscreteCompoundingClass	Compounding class

-- F --

first	SpotRateCurve helpers
first-method	SpotRateCurve helpers
fit_interpolation	Fit parametric interpolation functions
fit_interpolation-method	Fit parametric interpolation functions
fixedincome	Fixed income models, calculations and data structures
FlatForward-class	Interpolation classes
forwardrate	Create a ForwardRate object
ForwardRate-class	ForwardRate class
forwardrate.numeric	Create a ForwardRate object
forwardrate.SpotRateCurve	Create a ForwardRate object

-- G --

ggplot2-support	ggplot2 plotting functions
ggspotratecurveplot	Fancy ggplot for SpotRateCurve object

-- H --

HermiteSpline-class

Interpolation classes

-- I --

implied_rate	Implied rates
implied_rate-method	Implied rates
interpolation	Set/Get interpolation to SpotRateCurve
Interpolation-class	Interpolation classes
interpolation-constructor	Create Interpolation objects
interpolation-method	Set/Get interpolation to SpotRateCurve
interpolation<-	Set/Get interpolation to SpotRateCurve
interpolation<--method	Set/Get interpolation to SpotRateCurve
interpolation_error	Interpolation error
interpolation_error-method	Interpolation error
interp_flatforward	Create Interpolation objects
interp_hermitespline	Create Interpolation objects
interp_linear	Create Interpolation objects
interp_loglinear	Create Interpolation objects
interp_monotonespline	Create Interpolation objects
interp_naturalspline	Create Interpolation objects
interp_nelsonsiegel	Create Interpolation objects
interp_nelsonsiegelsvensson	Create Interpolation objects

-- L --

last	SpotRateCurve helpers
last-method	SpotRateCurve helpers
Linear-class	Interpolation classes
LogLinear-class	Interpolation classes

-- M --

maturities	Get SpotRateCurve terms as Date objects
MonotoneSpline-class	Interpolation classes

-- N --

NaturalSpline-class	Interpolation classes
NelsonSiegel-class	Interpolation classes
NelsonSiegelSvensson-class	Interpolation classes

-- P --

parameters	Get parameters of the interpolation models
parameters-method	Get parameters of the interpolation models
prepare_interpolation	Create the interpolation function
prepare_interpolation-method	Create the interpolation function

-- S --

shift	Shift vectors
shift-method	Shift vectors
Simple-class	Compounding class
SimpleCompoundingClass	Compounding class
spotrate	Create SpotRate objects
SpotRate-class	SpotRate class
spotrate-compare-method	SpotRate comparison operations
spotratecurve	Create a SpotRateCurve object
SpotRateCurve-class	SpotRateCurve class
spotratecurve-helpers	SpotRateCurve helpers
spotratecurve.numeric	Create a SpotRateCurve object
spotratecurve.SpotRate	Create a SpotRateCurve object

-- T --

term	Create Term class
Term-class	Term class
term-conversion	Convert Term in different units
term.Date	Create Term class
term.numeric	Create Term class
term.Term	Create Term class
todays	Convert Term in different units
todays-method	Convert Term in different units
tomonths	Convert Term in different units
tomonths-method	Convert Term in different units
toyears	Convert Term in different units
toyears-method	Convert Term in different units

-- Z --

ZeroCurveBRL

Datasets

-- misc --

!=-method	SpotRate comparison operations
<-method	SpotRate comparison operations
<=-method	SpotRate comparison operations
==-method	SpotRate comparison operations
>-method	SpotRate comparison operations
>=-method	SpotRate comparison operations