Quandl_df_fcn_UST_raw: Get a US Treasury curve discount factor function
In brianboonstra/ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes
Description
Usage
Arguments
Value
View source: R/term_structures.R
Description
Get a US Treasury curve discount factor function
Usage
1
Quandl_df_fcn_UST_raw(on_date)
Arguments
on_date
Date for which to query Quandl for the curve
Value
A function taking two time arguments, which returns the discount factor from the second to the first
brianboonstra/ragtop documentation built on March 7, 2020, 2:23 p.m.
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Description Usage Arguments Value
View source: R/term_structures.R
Description
Get a US Treasury curve discount factor function
Usage
1 | Quandl_df_fcn_UST_raw(on_date)
|
Arguments
on_date |
Date for which to query Quandl for the curve |
Value
A function taking two time arguments, which returns the discount factor from the second to the first
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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