Function reference • fixedincome

Spot Rate
`SpotRate-class`	SpotRate class
`spotrate()`	Create SpotRate objects
`as.spotrate()`	Coerce to SpotRate
`compound()` `discount()`	Compound method
`>=`(<SpotRate>,<SpotRate>) `<=`(<SpotRate>,<SpotRate>) `<`(<SpotRate>,<SpotRate>) `>`(<SpotRate>,<SpotRate>) `==`(<SpotRate>,<SpotRate>) `!=`(<SpotRate>,<SpotRate>) `Compare(<SpotRate>,<numeric>)` `Compare(<numeric>,<SpotRate>)`	SpotRate comparison operations
Compounding
`Compounding-class` `Simple-class` `Discrete-class` `Continuous-class` `SimpleCompoundingClass` `DiscreteCompoundingClass` `ContinuousCompoundingClass`	Compounding class
`compounding()`	Create Compounding class
`implied_rate()`	Implied rates
`compound()` `discount()`	Compound method
Daycount
`Daycount-class`	Daycount class
`daycount()`	Create Daycount class
`dib()`	Days in base for Daycount
`toyears()` `tomonths()` `todays()`	Convert Term in different units
Term
`Term-class` `DateRangeTerm-class`	Term class
`term()`	Create Term class
`as.term()`	Coerce a character to a Term
`diff(<Term>)`	Calculate lagged differences of Term objects
`toyears()` `tomonths()` `todays()`	Convert Term in different units
Spot Rate Curve
`SpotRateCurve-class`	SpotRateCurve class
`spotratecurve()`	Create a SpotRateCurve object
`as.spotratecurve()`	Coerce objects to spotratecurve
`compound()` `discount()`	Compound method
`interpolation()` `interpolation<-`()	Set/Get interpolation to SpotRateCurve
`first()` `last()` `closest()`	SpotRateCurve helpers
`maturities()`	Get SpotRateCurve terms as Date objects
`interpolation_error()`	Interpolation error
Interpolation
`Interpolation-class` `FlatForward-class` `Linear-class` `LogLinear-class` `NaturalSpline-class` `HermiteSpline-class` `MonotoneSpline-class` `NelsonSiegel-class` `NelsonSiegelSvensson-class`	Interpolation classes
`interp_flatforward()` `interp_linear()` `interp_loglinear()` `interp_naturalspline()` `interp_hermitespline()` `interp_monotonespline()` `interp_nelsonsiegel()` `interp_nelsonsiegelsvensson()`	Create Interpolation objects
`prepare_interpolation()`	Create the interpolation function
`fit_interpolation()`	Fit parametric interpolation functions
`parameters()`	Get parameters of the interpolation models
Forward Rate
`ForwardRate-class`	ForwardRate class
`forwardrate()`	Create a ForwardRate object
`as.forwardrate()`	Coerce objects to ForwardRate
Plotting
`autoplot(<SpotRateCurve>)` `autolayer(<SpotRateCurve>)` `autolayer(<ForwardRate>)`	ggplot2 plotting functions
`ggspotratecurveplot()`	Fancy ggplot for SpotRateCurve object
Misc
`datasets` `ZeroCurveBRL`	Datasets
`shift()`	Shift vectors
`fixedincome-package` `fixedincome`	Fixed income models, calculations and data structures

Reference

Spot Rate

Compounding

Daycount

Term

Spot Rate Curve

Interpolation

Forward Rate

Plotting

Misc