treasury_df_raw: Get a US Treasury curve discount factor function
In ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes
View source: R/term_structures.R
treasury_df_raw R Documentation
Get a US Treasury curve discount factor function
Description
Get a US Treasury curve discount factor function
Usage
treasury_df_raw(on_date)
Arguments
on_date
Date for which to query for the curve, year-month-day format
Value
A function taking two time arguments, which returns the discount factor from the second to the first
ragtop documentation built on June 20, 2026, 5:06 p.m.
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View source: R/term_structures.R
| treasury_df_raw | R Documentation |
Get a US Treasury curve discount factor function
Description
Get a US Treasury curve discount factor function
Usage
treasury_df_raw(on_date)
Arguments
on_date |
Date for which to query for the curve, year-month-day format |
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.
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