treasury_df: Get a US Treasury curve discount factor function
In ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes

treasury_df

R Documentation

Get a US Treasury curve discount factor function

This is a caching wrapper for treasury_df_raw

treasury_df(..., envir = parent.frame())

`...`	Arguments passed to `treasury_df_raw`
`envir`	Environment passed to `treasury_df_raw`

A function taking two time arguments, which returns the discount factor from the second to the first (see spot_to_df_fcn)

ragtop documentation built on June 20, 2026, 5:06 p.m.

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