[R-SIG-Finance] Easiest way to create a schedule of quarterly LIBOR dates in RQuantLib

Keith S Weintraub kw1958 at gmail.com
Wed Aug 20 01:09:03 CEST 2014


Folks,

I want to create a schedule for quarterly (or other frequency) LIBOR dates. I assume it can be done in RQuantLib.

Note that I have read the "calendar" entry in the docs but I didn't see an EASY way to do what I want.

The functionality seems to be there but I would like to know the best practice for doing so.

A pointer to an example would be wonderful.

Thanks so much for your time,
Best,
KW


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