connectTheDots

read.yield.curve


Data.frame that contains yield curve information
  


Set to TRUE if you want it to return interest rates equal to the maximum maturity available if a mat is requested which exceeds the max maturity.


constant.max.mat


	Whether or not to drop years with no money market rate


drop.if.no.MMrate


	Consider times below this maturity to be money market


MM.mat


connectTheDots - Interpolate between points on a yield curve and return a maturity.  Used for the quoted yield.curve statements.
read.yield.curve - Function to take a data.frame of columns (i,mat,t) and turn it into a market.history with yield curves


maRketSim is a market simulator for R.  It was initially designed
around the bond market, with plans to expand to stocks.  maRketSim is
built around the idea of portfolios of fundamental objects.  Therefore
it is slow in its current incarnation, but allows you the flexibility of
seeing exactly what is in your final results, since the objects are retained.

connectTheDots: Functions relating to making yield curves

Description

Usage

Arguments

Value