Yields: Yields Class

In MislavSag/findata: Collect data fro trading and financial ML

Yields Class

Description

Get data on yields curve for various countries.

Public fields

countries

Countries to scrap data for. Default for all countres.

Methods

Public methods

• Yields$new()

• Yields$get_yields()

• Yields$get_yields_us()

• Yields$get_yields_china()

• Yields$get_yields_eu()

• Yields$clone()

---

Method new()

Create a new Yields object.

Usage

Yields$new(countries = c("US", "China", "EU"))

Arguments

countries

character vector of countries to scrap data for.

Returns

A new 'Yields' object.

---

Method get_yields()

Scrap yields.

Usage

Yields$get_yields(eu_yields_history_file)

Arguments

eu_yields_history_file

yields histoty path.

Returns

Data.table with yields data

---

Method get_yields_us()

Scrap yields for US.

Usage

Yields$get_yields_us()

Returns

Data.table with yields data

---

Method get_yields_china()

Scrap yields for China.

Usage

Yields$get_yields_china()

Returns

Data.table with yields data

---

Method get_yields_eu()

Scrap yields for EU from ECB.

Usage

Yields$get_yields_eu(yields_history_file)

Arguments

yields_history_file

yields histoty path.

Returns

Data.table with yields data for EU from ECB.

---

Method clone()

The objects of this class are cloneable with this method.

Usage

Yields$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

MislavSag/findata documentation built on June 2, 2025, 12:34 p.m.