Coerce to DiscountFactor

You can coerce objects to the DiscountFactor class using this method.

as_DiscountFactor(x, ...)

# S3 method for InterestRate
as_DiscountFactor(x, d1, d2, ...)

Arguments

x	object to coerce
...	other parameters passed to methods
d1	a Date vector containing the as of date
d2	a Date vector containing the date to which the discount factor applies

Value

a DiscountFactor object

Examples

library("lubridate")
as_DiscountFactor(InterestRate(c(0.04, 0.05), c(2, 4), 'act/365'),
  ymd(20140101), ymd(20150101))
#> <DiscountFactor> 0.961168781237985, 2014-01-01--2015-01-01
#> <DiscountFactor> 0.951524275217153, 2014-01-01--2015-01-01