Term Structure Definition and Analysis

Define and analyze interest-rate term structure

Functions

date2time Time and frequency from dates
datedisp Display date entries
disc2rate Interest rates from cash flow discounting factors
intenvget Properties of interest-rate structure
intenvset Set properties of interest-rate structure
rate2disc Discount factors from interest rates
ratetimes Change time intervals defining interest-rate environment
time2date Dates from time and frequency
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