View source: R/download_markit.R
download_markit | R Documentation |
download_markit
takes a data frame of dates and returns a data frame
with the yields for different maturities.
download_markit(start, end, currency = "USD")
start |
date for gathering interest rates. Must be a Date type |
end |
date for gathering interest rates. Must be a Date type |
currency |
for which rates are being retrieved |
data frame containing the rates from every day from start to end dates. Note: the date in the output data frame does not refer to the rates of that day but to the date on which the CDS is being priced. So the corresponding rate is actually the rate of the previous day. Example: if the column reads 2014-04-22, the corresponding rates are actually for 2014-04-21.
download_FRED
build_rates
## Not run:
download_markit(start = as.Date("2005-12-31"), end = as.Date("2006-01-04"),
currency = "JPY")
## End(Not run)
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