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initialRate

Constructing Initial Interest Rates

Description

Constructor for initial Initial Rates values.

Usage

initialRate(time, currency, rate)

Arguments

time

integer value, the times to maturity.
currency

character value, the currencies.
rate

numeric value, the interest rates.

Value

a data.frame with option stringsAsFactors = FALSE.

See Also

sstModel

Swiss Solvency Test (SST) Standard Models

v1.0.0
GPL-3 + file LICENSE
Authors
Loris Michel [aut], Melvin Kianmanesh Rad [aut], Adrien Lamit [aut], Michael Schmutz [cre], Swiss Financial Market Supervisory Authority FINMA [cph]
Initial release

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