Coerce objects to ForwardRate — as.forwardrate • fixedincome

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

as.forwardrate(x, ...)

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

# S3 method for 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.