get_raw_markit: Get raw data from Markit website.
In creditr: Credit Default Swaps
View source: R/get_raw_markit.R
get_raw_markit R Documentation
Get raw data from Markit website.
Description
get_raw_markit downloads the rates zip file from Markit website,
unzips and parses the XML
Usage
get_raw_markit(date, currency)
Arguments
date
Date type, is the CDS pricing date.
currency
numeric, is the currency that the CDS is traded in.
Value
a data frame that contains CDS pricing date, currency, interest
rate expiry and interest rate. The data frame is created with data
from Markit website
creditr documentation built on April 3, 2025, 5:53 p.m.
R Package Documentation
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View source: R/get_raw_markit.R
| get_raw_markit | R Documentation |
Get raw data from Markit website.
Description
get_raw_markit downloads the rates zip file from Markit website,
unzips and parses the XML
Usage
get_raw_markit(date, currency)
Arguments
date |
Date type, is the CDS pricing date. |
currency |
numeric, is the currency that the CDS is traded in. |
Value
a data frame that contains CDS pricing date, currency, interest rate expiry and interest rate. The data frame is created with data from Markit website
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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