Function reference • fmbasics

Interest rates Working with interest rates including their discount factor cousins
`InterestRate()`	InterestRate class
`is.InterestRate()`	Inherits from InterestRate
`as_InterestRate()`	Coerce to InterestRate
`InterestRate-operators`	`InterestRate` operations
`is_valid_compounding()`	Compounding frequencies
`DiscountFactor()`	DiscountFactor class
`is.DiscountFactor()`	Inherits from DiscountFactor
`as_DiscountFactor()`	Coerce to DiscountFactor
`DiscountFactor-operators`	`DiscountFactor` operations
Currencies Creating currencies
`Currency()`	Build a Currency
`is.Currency()`	Inherits from Currency
`iso()`	Get ISO
Currency pairs Creating and working with currency pairs
`CurrencyPair()`	CurrencyPair class
`is.CurrencyPair()`	Inherits from `CurrencyPair` class
`is_t1()` `to_spot()` `to_spot_next()` `to_forward()` `to_today()` `to_tomorrow()` `to_fx_value()` `invert()`	CurrencyPair methods
`iso()`	Get ISO
Indices Creating and working with interest rate indices
`CashIndex()`	CashIndex class
`is.Index()` `is.IborIndex()` `is.CashIndex()`	Index class checkers
`IborIndex()`	IborIndex class
`to_reset()` `to_value()` `to_maturity()`	Index date shifters
`iso()`	Get ISO
Money Creating and working with different classes of money
`SingleCurrencyMoney()`	SingleCurrencyMoney
`is.SingleCurrencyMoney()`	Inherits from SingleCurrencyMoney
`MultiCurrencyMoney()`	MultiCurrencyMoney
`is.MultiCurrencyMoney()`	Inherits from MultiCurrencyMoney
`CashFlow()`	Create a CashFlow
`is.CashFlow()`	Inherits from CashFlow
Zero curves Creating and working with zero curves
`ZeroCurve()`	ZeroCurve class
`is.ZeroCurve()`	Inherits from ZeroCurve
`interpolate(<ZeroCurve>)`	Interpolate a `ZeroCurve`
`interpolate_zeros()`	Interpolate zeros
`interpolate_dfs()` `interpolate_fwds()`	Interpolate forward rates and discount factors
`as_tibble(<ZeroCurve>)`	ZeroCurve attributes as a data frame
Volatility surfaces Creating and working with volatility surfaces
`VolSurface()`	VolSurface class
`VolQuotes()`	VolQuotes class
`is.VolSurface()`	Inherits from VolSurface
`is.VolQuotes()`	Inherits from VolQuotes
`interpolate(<VolSurface>)`	Interpolate a `VolSurface` object.
Interpolation schemes Light weight classes that define interpolation schemes
`ConstantInterpolation()` `LogDFInterpolation()` `LinearInterpolation()` `CubicInterpolation()` `LinearCubicTimeVarInterpolation()`	Interpolation
`is.Interpolation()` `is.ConstantInterpolation()` `is.LogDFInterpolation()` `is.LinearInterpolation()` `is.CubicInterpolation()` `is.LinearCubicTimeVarInterpolation()`	Check Interpolation class
Canned basics objects Examples of basic financial market objects
`AUD()` `EUR()` `GBP()` `JPY()` `NZD()` `USD()` `CHF()` `HKD()` `NOK()`	Handy Currency constructors
`AUDUSD()` `EURUSD()` `NZDUSD()` `GBPUSD()` `USDJPY()` `GBPJPY()` `EURGBP()` `AUDNZD()` `EURCHF()` `USDCHF()` `USDHKD()` `EURNOK()` `USDNOK()`	Handy CurrencyPair constructors
`AONIA()` `EONIA()` `SONIA()` `TONAR()` `NZIONA()` `FedFunds()` `CHFTOIS()` `HONIX()`	Standard ONIA
`AUDBBSW()` `AUDBBSW1b()` `EURIBOR()` `GBPLIBOR()` `JPYLIBOR()` `JPYTIBOR()` `NZDBKBM()` `USDLIBOR()` `CHFLIBOR()` `HKDHIBOR()` `NOKNIBOR()`	Standard IBOR
`build_zero_curve()`	Build a `ZeroCurve` from example data set
`build_vol_quotes()`	Build a `VolQuotes` object from an example data set
`build_vol_surface()`	Build a `VolSurface` from an example date set

Reference

Interest rates

Currencies

Currency pairs

Indices

Money

Zero curves

Volatility surfaces

Interpolation schemes

Canned basics objects

Contents