R/sovereign_bond_indices.R

In Martin-Summer-1090/syslosseval: Provide data and functions to support the analysis in Systemic Loss Evaluation

#' Sovereign bond indices of DE, ES, FR, GB, IT, JP, US and a golbal world index.
#'
#' A dataframe containing the daily values of sovereign composite debt indices for
#' Germany, Spain, France, Great Britain, Italy, Japan, United States and a
#' global index starting in 2010 up to the beginning of 2020.
#'
#' @format A data frame with 19733 rows and 3 variables:
#' \describe{
#'   \item{Country}{Country, ISO-code of the country.}
#'   \item{Date}{Date, date of the observation in the format mm/dd/yyyy}
#'   \item{Value}{Value, Index value}
#' }
#' @source \url{http://us.spindices.com}
"sovereign_bond_indices"