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 -- _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
