CashFlow                Create a CashFlow
CashIndex               CashIndex class
Currency                Build a Currency
CurrencyConstructors    Handy Currency constructors
CurrencyPair            CurrencyPair class
CurrencyPairConstructors
                        Handy CurrencyPair constructors
CurrencyPairMethods     CurrencyPair methods
DiscountFactor          DiscountFactor class
DiscountFactor-operators
                        'DiscountFactor' operations
IborIndex               IborIndex class
InterestRate            InterestRate class
InterestRate-operators
                        'InterestRate' operations
Interpolation           Interpolation
MultiCurrencyMoney      MultiCurrencyMoney
SingleCurrencyMoney     SingleCurrencyMoney
ZeroCurve               ZeroCurve class
as_DiscountFactor       Coerce to DiscountFactor
as_InterestRate         Coerce to InterestRate
as_tibble.ZeroCurve     ZeroCurve attributes as a data frame
build_zero_curve        Build a 'ZeroCurve' from example data set
fmbasics                fmbasics: Financial Market Building Blocks
iborindices             Standard IBOR
indexcheckers           Index class checkers
indexshifters           Index date shifters
interpolate             Interpolate values from an object
interpolate.ZeroCurve   Interpolate a 'ZeroCurve'
interpolate_dfs         Interpolate forward rates and discount factors
interpolate_zeros       Interpolate zeros
is.CashFlow             Inherits from CashFlow
is.Currency             Inherits from Currency
is.CurrencyPair         Inherits from 'CurrencyPair' class
is.DiscountFactor       Inherits from DiscountFactor
is.InterestRate         Inherits from InterestRate
is.Interpolation        Check Interpolation class
is.MultiCurrencyMoney   Inherits from MultiCurrencyMoney
is.SingleCurrencyMoney
                        Inherits from SingleCurrencyMoney
is.ZeroCurve            Inherits from ZeroCurve
is_valid_compounding    Compounding frequencies
iso.CurrencyPair        Get ISO
oniaindices             Standard ONIA
