R-fixedincome

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Create a class to represent basis points values ```r bps(10) ``` 1 basis point is 0.01%

wilsonfreitas

olivroy

Bom dia, poderia indicar o caminho para a função interp_flatforward()? Não encontrei no código tal como a de Svensson/Nelson Siegel. Voce chegou a bater com a curva da b3? Para...

andrefpoli

Implement binary operations with Term objects: - Arith: + - * / - Comparison: > < >=

wilsonfreitas

autoplot function for ggplot2 graphics

1

Implement an autoplot function to create graphics with ggplot2. This code has good examples on how it can be done.

wilsonfreitas

I have a problem with term objects. I can't do comparison between term objects because I don't know how to count them (I don't have a daycount). I can't say...

wilsonfreitas

http://en.wikipedia.org/wiki/Day_count_convention http://wiki.treasurers.org/wiki/Day_count_conventions

wilsonfreitas

Define and build a constructor for a json representation of fixedincome objects. ``` sr

wilsonfreitas

In real interest rates we have monthly inflation and daily interest rates. How to make that implemented easily? ``` r real_rate

wilsonfreitas

``` r library(fixedincome) crv Error in validObject(.Object): invalid class "SpotRateCurve" object: FALSE ``` This could return NA elements instead of raising an error.

wilsonfreitas