Financial Market Building Blocks


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Documentation for package ‘fmbasics’ version 0.1.0

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fmbasics-package fmbasics: Financial Market Building Blocks
AONIA Standard ONIA
as_DiscountFactor Coerce to DiscountFactor
as_DiscountFactor.InterestRate Coerce to DiscountFactor
as_InterestRate Coerce to InterestRate
as_InterestRate.DiscountFactor Coerce to InterestRate
as_InterestRate.InterestRate Coerce to InterestRate
AUD Handy Currency constructors
AUDBBSW Standard IBOR
AUDBBSW1b Standard IBOR
AUDNZD Handy CurrencyPair constructors
AUDUSD Handy CurrencyPair constructors
CashIndex CashIndex class
CHF Handy Currency constructors
CHFLIBOR Standard IBOR
CHFTOIS Standard ONIA
compounding Compounding frequencies
Currency Build a Currency
CurrencyConstructors Handy Currency constructors
CurrencyPair CurrencyPair class
CurrencyPairConstructors Handy CurrencyPair constructors
CurrencyPairMethods CurrencyPair methods
DiscountFactor DiscountFactor class
DiscountFactor-operators 'DiscountFactor' operations
EONIA Standard ONIA
EUR Handy Currency constructors
EURCHF Handy CurrencyPair constructors
EURGBP Handy CurrencyPair constructors
EURIBOR Standard IBOR
EURNOK Handy CurrencyPair constructors
EURUSD Handy CurrencyPair constructors
FedFunds Standard ONIA
fmbasics fmbasics: Financial Market Building Blocks
GBP Handy Currency constructors
GBPJPY Handy CurrencyPair constructors
GBPLIBOR Standard IBOR
GBPUSD Handy CurrencyPair constructors
HKD Handy Currency constructors
HKDHIBOR Standard IBOR
HONIX Standard ONIA
IborIndex IborIndex class
iborindices Standard IBOR
indexcheckers Index class checkers
indexshifters Index date shifters
InterestRate InterestRate class
InterestRate-operators 'InterestRate' operations
invert CurrencyPair methods
is.CashIndex Index class checkers
is.Currency Inherits from Currency
is.CurrencyPair CurrencyPair methods
is.DiscountFactor Inherits from DiscountFactor
is.IborIndex Index class checkers
is.Index Index class checkers
is.InterestRate Inherits from InterestRate
iso ISO
iso.CashIndex ISO
iso.CurrencyPair ISO
iso.default ISO
iso.IborIndex ISO
is_t1 CurrencyPair methods
is_valid_compounding Compounding frequencies
JPY Handy Currency constructors
JPYLIBOR Standard IBOR
JPYTIBOR Standard IBOR
NOK Handy Currency constructors
NOKNIBOR Standard IBOR
NZD Handy Currency constructors
NZDBKBM Standard IBOR
NZDUSD Handy CurrencyPair constructors
NZIONA Standard ONIA
oniaindices Standard ONIA
SONIA Standard ONIA
TONAR Standard ONIA
to_forward CurrencyPair methods
to_fx_value CurrencyPair methods
to_maturity Index date shifters
to_maturity.default Index date shifters
to_reset Index date shifters
to_reset.default Index date shifters
to_spot CurrencyPair methods
to_spot_next CurrencyPair methods
to_today CurrencyPair methods
to_tomorrow CurrencyPair methods
to_value Index date shifters
to_value.default Index date shifters
USD Handy Currency constructors
USDCHF Handy CurrencyPair constructors
USDHKD Handy CurrencyPair constructors
USDJPY Handy CurrencyPair constructors
USDLIBOR Standard IBOR
USDNOK Handy CurrencyPair constructors