All functions

COPOMScenarios-class

COPOMScenarios class

FlatForwardCOPOM-class

FlatForwardCOPOM interpolation

copom-package copom

Tools to study the decisions of the COPOM meetings

fit_interpolation(<COPOMScenarios>,<SpotRateCurve>)

Fit COPOM moves according to a SpotRateCurve

get_copom_dates()

Historical COPOM dates

interp_copomscenarios()

COPOMScenarios constructor

interp_flatforwardcopom()

FlatForwardCOPOM constructor

prepare_interpolation(<FlatForwardCOPOM>,<SpotRateCurve>)

Create the interpolation function