Quandl_df_fcn_UST: Get a US Treasury curve discount factor function
In ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes
Description
Usage
Arguments
Value
View source: R/term_structures.R
Description
This is a caching wrapper for Quandl_df_fcn_UST_raw
Usage
1
Quandl_df_fcn_UST(..., envir = parent.frame())
Arguments
...
Arguments passed to Quandl_df_fcn_UST_raw
envir
Environment passed to Quandl_df_fcn_UST_raw
Value
A function taking two time arguments, which returns the discount factor from the second to the first
ragtop documentation built on March 26, 2020, 7:28 p.m.
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.
Description Usage Arguments Value
View source: R/term_structures.R
Description
This is a caching wrapper for Quandl_df_fcn_UST_raw
Usage
1 | Quandl_df_fcn_UST(..., envir = parent.frame())
|
Arguments
... |
Arguments passed to |
envir |
Environment passed to |
Value
A function taking two time arguments, which returns the discount factor from the second to the first
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.