Fancy ggplot for SpotRateCurve object — ggspotratecurveplot • fixedincome

Fancy ggplot for SpotRateCurve object with custom axis, title

ggspotratecurveplot(
  curve,
  title = NULL,
  subtitle = NULL,
  caption = NULL,
  curve.name = NULL,
  curve.interpolation = FALSE,
  curve.x.axis = c("dates", "terms"),
  ...
)

Arguments

curve: SpotRateCurve object
title: plot title
subtitle: plot subtitle
caption: plot caption
curve.name: Curve's name, if not provided curve's refdate is used.
curve.interpolation: logical indicating to use daily interpolation instead of curve points. Defaults to FALSE.
curve.x.axis: x axis can be presented with a numeric scale representing business days (terms) or dates (dates). Defaults to dates.
...: additional arguments (not used)

Examples

if (FALSE) {
terms <- c(1, 11, 26, 27, 28)
rates <- c(0.0719, 0.056, 0.0674, 0.0687, 0.07)
curve <- spotratecurve(rates, terms, "discrete", "actual/365", "actual")
ggspotratecurveplot(curve)
}