Coerce objects to ForwardRate

A ForwardRate object can be created from a SpotRate object and a SpotRateCurve.

as.forwardrate(x, ...)

# S3 method for class 'SpotRate'
as.forwardrate(x, terms, refdate = NULL, ...)

# S3 method for class 'SpotRateCurve'
as.forwardrate(x, t1 = NULL, t2 = NULL, ...)

Arguments

x

a SpotRate or a SpotRateCurve object.

...

additional arguments

terms

a numeric with positive values representing terms or a Term object.

refdate

the curve reference date.

t1

initial term

t2

final term

Value

A ForwardRate object created from another object, SpotRate or SpotRateCurve.