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Finance[LoadHistory] - load historic data for a given benchmark rate
Calling Sequence
LoadHistory(benchmark, starthistory, data)
Parameters
benchmark
-
benchmark rate created using the BenchmarkRate command; benchmark rate
starthistory
a string containing a date specification in a format recognized by ParseDate or a date data structure; start of the history
data
list or Vector of rates; historic data
Description
The LoadHistory command loads historic data for the specified benchmark rate constructed using the BenchmarkRate command. Note that for dates preceding the global evaluation date, historic data can be used. Otherwise the forecasted interest rate is used.
Compatibility
The Finance[LoadHistory] command was introduced in Maple 15.
For more information on Maple 15 changes, see Updates in Maple 15.
Examples
Create a 6-month USD LIBOR rate and use a float rate of 5% as forecast.
This is the load history for this rate.
Note that historic data is used only for dates preceding the global evaluation date. Otherwise the forecasted interest rate is used.
See Also
Finance[BenchmarkRate], Finance[Calendar], Finance[DayCounter], Finance[DiscountCurve], Finance[EquivalentRate], Finance[ForwardCurve], Finance[ForwardRate], Finance[ImpliedRate], Finance[ParRate], Finance[ZeroCurve]
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