get.raw.markit: Get raw data from Markit website.
In Yuanchu/creditr: Credit Default Swap
Description
Usage
Arguments
Value
Description
get.raw.markit downloads the rates zip file from Markit website,
unzips and parses the XML
Usage
1
get.raw.markit(date, currency)
Arguments
date
Date type, is the CDS pricing date.
currency
numeric, is the currency that the CDS is traded in.
Value
a data frame that contains CDS pricing date, currency, interest
rate expiry and interest rate. The data frame is created with data
from Markit website
Yuanchu/creditr documentation built on May 10, 2019, 1:11 a.m.
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Description Usage Arguments Value
Description
get.raw.markit downloads the rates zip file from Markit website,
unzips and parses the XML
Usage
1 | get.raw.markit(date, currency)
|
Arguments
date |
Date type, is the CDS pricing date. |
currency |
numeric, is the currency that the CDS is traded in. |
Value
a data frame that contains CDS pricing date, currency, interest rate expiry and interest rate. The data frame is created with data from Markit website
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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