ZeroCurve attributes as a data frame

Source: R/zero-curve-class.R

Create a tibble that contains the pillar point maturities in years (using the act/365 convention) and the corresponding continuously compounded zero rates.

# S3 method for ZeroCurve
as_tibble(x, ...)

Arguments

x

a ZeroCurve object
...

other parameters that are not used by this methods

Value

a tibble with two columns named Years and Zeros.

See also

tibble::tibble()

Examples

library(tibble)
zc <- build_zero_curve()
as_tibble(zc)
#> # A tibble: 27 x 2
#>     Years  Zeros
#>     <dbl>  <dbl>
#>  1 0.0110 0.0200
#>  2 0.0329 0.0200
#>  3 0.0521 0.0200
#>  4 0.0986 0.0200
#>  5 0.184  0.0198
#>  6 0.263  0.0197
#>  7 0.345  0.0195
#>  8 0.436  0.0194
#>  9 0.512  0.0192
#> 10 0.764  0.0190
#> # … with 17 more rows