yc_superset: Creates superset with yield curves and futures

In rb3: Download and Parse Public Data Released by B3 Exchange

Creates superset with yield curves and futures

Description

Creates superset with yield curves and future contracts indicating the terms that match with futures contracts maturities.

Usage

yc_superset(yc, fut)

yc_usd_superset(yc, fut)

yc_ipca_superset(yc, fut)

Arguments

yc	yield curve dataset
fut	futures dataset

Value

A dataframe with yield curve flagged with futures maturities.

Examples

## Not run: 
fut <- futures_get(Sys.Date() - 1)

yc <- yc_get(Sys.Date() - 1)
yc_superset(yc, fut)

yc_usd <- yc_usd_get(Sys.Date() - 1)
yc_usd_superset(yc_usd, fut)

yc_ipca <- yc_ipca_get(Sys.Date() - 1)
yc_ipca_superset(yc_ipca, fut)

## End(Not run)

rb3 documentation built on April 14, 2023, 5:10 p.m.