This creates a ZeroCurve
object from the example data set
zerocurve.csv
.
build_zero_curve(interpolation = NULL)
interpolation | an |
---|
a ZeroCurve
object using data from zerocurve.csv
build_zero_curve(LogDFInterpolation())#> <ZeroCurve> @ 31 December 2015 #> # 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