## ---- include=FALSE----------------------------------------------------------- library(tvm) ## ----------------------------------------------------------------------------- rate_curve(rates = c(0.1, 0.2, 0.3), rate_type = "zero_eff") rate_curve(fun_r = function(x) rep_len(0.1, length(x)), rate_type = "swap", knots = 1:10) rate_curve(fun_d = function(x) 1 / (1 + x), knots = 1:10) ## ----------------------------------------------------------------------------- r <- rate_curve(rates = c(0.1, 0.2, 0.3), rate_type = "zero_eff") r[, c(1, 2)] r["zero_eff"] r["swap",c(1.5, 2)] ## ----------------------------------------------------------------------------- plot(r) plot(r, rate_type = "german") plot(r, rate_type = c("french", "german"))