Rebuild README

README.Rmd

@@ -86,4 +86,16 @@ interpolate_fwds(zc, ymd(20170331), ymd(20170630))
 interpolate_dfs(zc, ymd(20170331), ymd(20170630))
 ```
 
+Basic support for creating and interpolating volatility surfaces is possible:
+
+```{r}
+vs <- build_vol_surface()
+at <- tibble::tibble(
+ maturity = as.Date(c("2020-03-31", "2021-03-31")),
+ smile = c(0.40, 0.80)
+)
+interpolate(vs, at)
+```
+
+
 Further details can be found in this package's help pages and vignettes (`vignette(package = "fmbasics")`) 

README.md

@@ -1,16 +1,26 @@
 
 <!-- README.md is generated from README.Rmd. Please edit that file -->
-fmbasics - Financial Market Building Blocks
-===========================================
 
-[![CRAN\_Status\_Badge](https://www.r-pkg.org/badges/version/fmbasics)](https://cran.r-project.org/package=fmbasics) [![Travis-CI Build Status](https://travis-ci.org/imanuelcostigan/fmbasics.svg?branch=master)](https://travis-ci.org/imanuelcostigan/fmbasics) [![AppVeyor Build Status](https://ci.appveyor.com/api/projects/status/github/imanuelcostigan/fmbasics?branch=master&svg=true)](https://ci.appveyor.com/project/imanuelcostigan/fmbasics) [![Coverage Status](https://img.shields.io/codecov/c/github/imanuelcostigan/fmbasics/master.svg)](https://codecov.io/github/imanuelcostigan/fmbasics?branch=master)
+# fmbasics - Financial Market Building Blocks
 
-Implements basic financial market objects like currencies, currency pairs, interest rates and interest rate indices. You will be able to use Benchmark instances of these objects which have been defined using their most common conventions or those defined by International Swap Dealer Association (ISDA, <https://www.isda.org>) legal documentation.
+[![CRAN\_Status\_Badge](https://www.r-pkg.org/badges/version/fmbasics)](https://cran.r-project.org/package=fmbasics)
+[![Travis-CI Build
+Status](https://travis-ci.org/imanuelcostigan/fmbasics.svg?branch=master)](https://travis-ci.org/imanuelcostigan/fmbasics)
+[![AppVeyor Build
+Status](https://ci.appveyor.com/api/projects/status/github/imanuelcostigan/fmbasics?branch=master&svg=true)](https://ci.appveyor.com/project/imanuelcostigan/fmbasics)
+[![Coverage
+Status](https://img.shields.io/codecov/c/github/imanuelcostigan/fmbasics/master.svg)](https://codecov.io/github/imanuelcostigan/fmbasics?branch=master)
 
-Basic objects
--------------
+Implements basic financial market objects like currencies, currency
+pairs, interest rates and interest rate indices. You will be able to use
+Benchmark instances of these objects which have been defined using their
+most common conventions or those defined by International Swap Dealer
+Association (ISDA, <https://www.isda.org>) legal documentation.
 
-You can create instances of key currencies and currency pairs (and of course create your own implementations):
+## Basic objects
+
+You can create instances of key currencies and currency pairs (and of
+course create your own implementations):
 
 ``` r
 library("fmdates")
@@ -51,10 +61,11 @@ to_maturity(as.Date("2017-01-20"), USDLIBOR(months(3)))
 #> [1] "2017-04-20"
 ```
 
-Interest rates and discount factors
------------------------------------
+## Interest rates and discount factors
 
-You can create and perform basic manipulation of interest rates and discount factors:
+You can create and perform basic manipulation of interest rates and
+discount
+factors:
 
 ``` r
 rr <- InterestRate(value = 0.01, compounding = Inf, day_basis = "act/365")
@@ -70,27 +81,41 @@ as_InterestRate(dd, compounding = Inf, day_basis = "act/360")
 #> <InterestRate> 7.088675%, CONTINUOUS, ACT/360
 ```
 
-Pricing objects
----------------
+## Pricing objects
 
-It is also possible to create and interpolate on zero coupon interest rate curves:
+It is also possible to create and interpolate on zero coupon interest
+rate curves:
 
 ``` r
 zc <- build_zero_curve()
 plot(zc$pillar_times, zc$pillar_zeros, xlab = 'Years', ylab = 'Zero')
 ```
 
-![](inst/README-unnamed-chunk-7-1.png)
+![](inst/README-unnamed-chunk-7-1.png)<!-- -->
 
 ``` r
 interpolate(zc, year_frac(zc$reference_date, ymd(20170331), "act/365"))
-#> [1] 0.0187453
+#> [1] 0.01858073
 interpolate_zeros(zc, ymd(20170331))
-#> <InterestRate> 1.87453%, CONTINUOUS, ACT/365
+#> <InterestRate> 1.858073%, CONTINUOUS, ACT/365
 interpolate_fwds(zc, ymd(20170331), ymd(20170630))
-#> <InterestRate> 1.837274%, SIMPLE, ACT/365
+#> <InterestRate> 1.837645%, SIMPLE, ACT/365
 interpolate_dfs(zc, ymd(20170331), ymd(20170630))
-#> <DiscountFactor> 0.995440285935839, 2017-03-31--2017-06-30
+#> <DiscountFactor> 0.995439369532595, 2017-03-31--2017-06-30
+```
+
+Basic support for creating and interpolating volatility surfaces is
+possible:
+
+``` r
+vs <- build_vol_surface()
+at <- tibble::tibble(
+ maturity = as.Date(c("2020-03-31", "2021-03-31")),
+ smile = c(0.40, 0.80)
+)
+interpolate(vs, at)
+#> [1] 0.6001969 0.6042421
 ```
 
-Further details can be found in this package's help pages and vignettes (`vignette(package = "fmbasics")`)
+Further details can be found in this package’s help pages and vignettes
+(`vignette(package = "fmbasics")`)