vcube

<p>Data for valuing swaption examples including rates and a lognormal vol cube</p>

The 'RQuantLib' package makes parts of 'QuantLib' accessible from R
The 'QuantLib' project aims to provide a comprehensive software framework
for quantitative finance. The goal is to provide a standard open source library
for quantitative analysis, modeling, trading, and risk management of financial
assets.

Dirk Eddelbuettel

RQuantLib

R Interface to the 'QuantLib' Library

Khanh Nguyen

Terry Leitch

vcube function

<p>two data frames: <code>vcube</code>, a data frame with four columns: <code>Expiry</code>, <code>Tenor</code>,
<code>LogNormalVol</code>,  and <code>Spread</code></p>

vcube: Vol Cube Example Data

Description

Usage

Arguments

Format