get_raw_markit: Get raw data from Markit website.

Description Usage Arguments Value

View source: R/get_raw_markit.R

Description

get_raw_markit downloads the rates zip file from Markit website, unzips and parses the XML

Usage

1
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 May 19, 2017, 7:04 p.m.

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