Termstrc package in R by default uses yearly coupon frequencies. Dataset i am working with is semi-yearly coupon bonds. Here are the variables it takes into the model

TODAY #today's date
CASHFLOWS$CF #cashflow
CASHFLOWS$DATE #maturity dates

Even if i manually include cashflows using semi-yearly coupons, while modelling it automatically calculates remaining periods to maturity using Today's date, and it assumes yearly coupons! Is there a way around that?


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