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mappingTime

Constructing Time Mappings

Description

Constructing Time Mappings

Usage

mappingTime(time, mapping)

Arguments

time

integer value, the time to maturities.
mapping

character value, the mapping.

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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