A SpotRateCurve can be created from a ForwardRate object.

as.spotratecurve(x, ...)

# S3 method for ForwardRate
as.spotratecurve(x, refdate = Sys.Date(), ...)

Arguments

x

a ForwardRate object.

...

additional arguments

refdate

the curve reference date.

Value

A SpotRateCurve object create from another object.