get_benchmark_daily_index: Get all benchmark_daily_index

Description Usage Arguments Value Examples

View source: R/get_benchmark_daily_index.R

Description

Gets benchmark index data by day and only allows one bench_type (i.e. SAA). Joins data from pm_fund_info, benchmark_info and filters by benchmark type. Caution: returns A LOT of data, filter for better performance.

Usage

1
2
3
4
5
6
get_benchmark_daily_index(
  con = AZASRS_DATABASE_CONNECTION(),
  benchmark_type = "PVT",
  all_bench_types = FALSE,
  return_tibble = FALSE
)

Arguments

con

is a database connection object from AZASRS::AZASRS_DATABASE_CONNECTION()

all_bench_types

is a boolean that determines whether or not all bench types are returned

return_tibble

is a boolean that determines whether or not a tibble is returned instead

bench_type

is the type of benchmark where default is 'PVT' which is private

Value

Returns a tibble or database object.

Examples

1
2
3
4
5
6
7
8
get_benchmark_daily_index(return_tibble = TRUE)
# A tibble: 76,693 x 4
# benchmark_info_id effective_date index_value benchmark_id
# <int>                <date>               <dbl>           <chr>
#  53                 2004-01-02            1             LSTA+250
#  53                 2004-01-03            1.00          LSTA+250
#  53                 2004-01-04            1.00          LSTA+250
# ... with 76,690 more rows

AZASRS/AZASRS documentation built on Sept. 30, 2020, 9:26 p.m.