Create a ForwardRate object — forwardrate • fixedincome

forwardrate() creates a ForwardRate object.

forwardrate(x, ...)

# S3 method for numeric
forwardrate(
  x,
  terms,
  compounding,
  daycount,
  calendar,
  .copyfrom = NULL,
  refdate = NULL,
  ...
)

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

Arguments

x: a numeric or a SpotRateCurve object.
...: additional arguments.
terms: a numeric vector with positive values representing terms of the forward rates.
compounding: a character with the compouning name.
daycount: a character representing the daycount.
calendar: a calendar object.
.copyfrom: a SpotRate object that is used as reference to build the SpotRateCurve object.
refdate: the curve reference date.
t1: initial term
t2: final term

Value

A ForwardRate object.

The arguments t1 and t2 define initial and final term used to extract a ForwardRate from a SpotRateCurve.