The tvm package aims to simplify financial calculations, involving loan payments and rates, and the transformation from discount factors to different rate types.

It has two sections.

The first one deals with fixed equal payment loans. There you have functions similar to PMT, RATE, etc from Excel.

The second one deals with rate curves and different rates for different loan structures. A rate curve is a S3 class, based on a list which has 2 components: a discount factor function $f, and a numeric vector $knots, which corresponds to the points of the curve where the bootstrapping between the different rate types is done.

The different rate types used are
- zero (spot rates)
- fut (futures rate)
- swap (bullet rates)
- french (french type loans)
- german (german type loans)

You create a rate curve with the constructor, and the use subsetting to get functions for the different loan structures. Note that only some rate types are available in the constructor.
