NEWS
tvm 0.4
- Add year fraction and compounding arguments to both
xnpv
and xirr
, providing greater flexibility
tvm 0.3
- Add vignette and NEWS
- Prevent negative discount factors when calculating them from swap curves
- Split zero rates in zero nominal and zero effective
- A functor argument is added to the
rate_curve
constructor, to allow the user to specify how the interpolation should be performed.
- Changing the default spline interpolation method from
natural
to monoH.FC
, as to respect monotonicity if present
- Add new irregular functions,
xnpv
and xirr