Get rates from Markit

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Description

download_markit takes a data frame of dates and returns a data frame with the yields for different maturities.

Usage

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download_markit(start, end, currency = "USD")

Arguments

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

Value

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.

See Also

download_FRED build_rates

Examples

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## Not run: 
download_markit(start = as.Date("2005-12-31"), end = as.Date("2006-01-04"),
                currency = "JPY")

## End(Not run)