Get raw data from Markit website.

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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