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 |