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View Code? Open in Web Editor NEWR package with APIs for contract portfolio creation and ACTUS server generation of cashflow events
R package with APIs for contract portfolio creation and ACTUS server generation of cashflow events
Current ( initial) version of getForwardRates( ) , getDiscountFactor( ) , getGrowthFactor( ), getDiscountFactor( ) supports linear forward estimation only i.e. assumes that yieldCurve$compoundingFrequency = "NONE". We should support at least one active compoundingFrequency in these three functions to provide more accurate valuations / projections .
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