download.FRED: Get Rates from FRED

In Yuanchu/creditr: Credit Default Swap

Description

download.FRED returns the deposits and swap rates for the day input, along with the date conventions for that specific currency. The source is FRED.

Usage

download.FRED(start = as.Date("2004-01-01"), end = as.Date("2005-01-04"),
  currency = "JPY")

Arguments

start	is the start date of the data frame we want
end	is the end date of the data frame we want
currency	is the three-letter currency code. As of now, it works for USD, EUR, and JPY. The default is JPY.

Value

a data frame that contains the rates based on the ISDA pecifications

See Also

download.markit build.rates

Examples

## Not run: 
download.FRED(start = as.Date("2003-12-31"), end = as.Date("2005-01-04"),
              currency = "JPY")

## End(Not run)

Yuanchu/creditr documentation built on May 10, 2019, 1:11 a.m.