Replicating the discountcurve and extending it beyond the 2yr (fut8) limit


erlendmcd@...
 

Hi all,

So I am rather new to R but currently attempting to replicate the discountcurve part of the package in order to extend the futures function beyond the 2 years. 
I am struggling quite a bit with both accessing the entire code used by the discountcurve function in order to replicate it and look into how exactly it does what it does, in addition to extending the futures function beyond the current 2 year limit. 

My main issue so far has been accessing the full extent of what the discountcurve function does (code). 

Any help with this or point in the direction I should approach it would be greatly appreciated. 

Best regards,

Erlend

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