bondCurve: Drawing forward and yield curves

In arolluom/RcmdrPlugin.RiskDemo: R Commander Plug-in for Risk Demonstration

Description

This function draws forward and yields curves, for AAA-rated central governement bonds and/or all central governement bonds.

Usage

bondCurve(date1, date2 = NULL, yield = TRUE, forward = TRUE, 
  AAA = TRUE, all = TRUE, params)

Arguments

date1	The date for which the curves are drawn
date2	Optional second date for which the curves are drawn
yield	Is the yield curve shown (TRUE/FALSE)?
forward	Is the forward curve shown (TRUE/FALSE)?
AAA	Are the curves drawn for the AAA-rated bonds (TRUE/FALSE)?
all	Are the curves drawn for the bonds with all ratings (TRUE/FALSE)?
params	The data frame of curve parameters

Value

No value. Only a figure is produced.

Author(s)

Arto Luoma

References

https://www.ecb.europa.eu/stats/financial_markets_and_interest_rates/euro_area_yield_curves/html/index.en.html

Examples

data(params)
bondCurve(as.Date("2004-09-06"),params=params)

arolluom/RcmdrPlugin.RiskDemo documentation built on May 8, 2019, 9:58 p.m.