_pkgdown.yml

url: http://imanuelcostigan.github.io/fmbasics

template:
  params:
    bootswatch: simplex

reference:
  - title: "Interest rates"
    desc: "Working with interest rates including their discount factor cousins"
    contents:
      - InterestRate
      - is.InterestRate
      - as_InterestRate
      - InterestRate-operators
      - is_valid_compounding
      - DiscountFactor
      - is.DiscountFactor
      - as_DiscountFactor
      - DiscountFactor-operators
  - title: "Currencies"
    desc: "Creating currencies"
    contents:
      - Currency
      - is.Currency
      - iso
  - title: "Currency pairs"
    desc: "Creating and working with currency pairs"
    contents:
      - CurrencyPair
      - is.CurrencyPair
      - CurrencyPairMethods
      - iso
  - title: "Indices"
    desc: "Creating and working with interest rate indices"
    contents:
      - CashIndex
      - is.CashIndex
      - IborIndex
      - is.IborIndex
      - indexshifters
      - iso
  - title: "Money"
    desc: "Creating and working with different classes of money"
    contents:
      - SingleCurrencyMoney
      - is.SingleCurrencyMoney
      - MultiCurrencyMoney
      - is.MultiCurrencyMoney
      - CashFlow
      - is.CashFlow
  - title: "Zero curves"
    desc: "Creating and working with zero curves"
    contents:
      - ZeroCurve
      - is.ZeroCurve
      - interpolate.ZeroCurve
      - interpolate_zeros
      - interpolate_dfs
      - interpolate_fwds
      - as_tibble.ZeroCurve
  - title: "Volatility surfaces"
    desc: "Creating and working with volatility surfaces"
    contents:
      - VolSurface
      - VolQuotes
      - is.VolSurface
      - is.VolQuotes
      - interpolate.VolSurface
  - title: "Interpolation schemes"
    desc: "Light weight classes that define interpolation schemes"
    contents:
      - ends_with("Interpolation")
  - title: "Canned basics objects"
    desc: "Examples of basic financial market objects"
    contents:
      - CurrencyConstructors
      - CurrencyPairConstructors
      - oniaindices
      - iborindices
      - build_zero_curve
      - build_vol_quotes
      - build_vol_surface