Main Content

Term Structure Definition and Analysis

Define and analyze interest-rate term structure

Functions

date2timeTime and frequency from dates
datedispDisplay date entries
disc2rateInterest rates from cash flow discounting factors
intenvgetProperties of interest-rate structure
intenvsetSet properties of interest-rate structure
rate2discDiscount factors from interest rates
ratetimesChange time intervals defining interest-rate environment
time2dateDates from time and frequency

Examples and How To

Concepts