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maRketSim (version 0.9.2)

genHistory.market: Generate a history.market by applying a quoted function to obtain the interest rates for each period

Description

Quickly create a history.market object according to a specified pattern

Usage

genHistory.market(i.fxn, start.t, end.t, f, ...)

Arguments

i.fxn
Interest rate function. A quoted function of the current period t.
start.t
Start time
end.t
End time
f
Coupon frequency
...
Pass-alongs

Value

a history.market object

See Also

See Also history.market