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match
in
R-develtoyears
returns Term objectstomonths
and todays
for Term
conversion in different units.[
and [[
don’t propagate
interpolation. The returned curves don’t have interpolation. This avoids
recurrent prepare_interpolation
calls.[[
for missing returns
interpolated curve in curve’s terms.days
units, so
days
units becomes the default units to SpotRateCurve.progagate
slot to Interpolation
class. It defines if the interpolation method is propagated to
interpolated curves.interpolate
function, for NelsonSiegel and
NelsonSiegelSvensson models, converts term
argument to
years with toyears
.rates
method has been renamed to
implied_rate
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