Compute the SpotRateCurve terms as Date objects, according to the curve's reference date.
maturities(x)
A vector of Date
objects that represent the curve's terms
and using
curve's refdate
as a starting point.
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")
maturities(curve)
#> [1] "2025-05-11" "2025-05-21" "2025-06-05" "2025-06-06" "2025-06-07"