PrintYieldCurves: Print yield curves

In grfiv/ustreasuries: Treasury Data Download, Fixed-Income Models and Derivative Analyses

Description

Given a data.frame returned by the CMTrates, function, you can specify one or more dates to use to print the yield curve on those dates.

Usage

PrintYieldCurves(YieldCurveDF, rows = c(1), title = "Yield Curve",
  tabprt = FALSE)

Arguments

YieldCurveDF	data.frame created by the CMTrates function
rows	a vector of integer row indices indicating the row(s) to use for plotting
title	a string to use as the title of the plot
tabprt	if TRUE, print a table of the rate data used

Value

nothing: produces a plot and optionally a table

Author(s)

George Fisher [e-mail]

Examples

library(ustreasuries)
all_data <- CMTrates()
PrintYieldCurves(dplyr::filter(all_data,
                                   all_data$NEW_DATE>=as.Date("2006-01-01") &
                                   all_data$NEW_DATE<=as.Date("2009-12-31")),
                   rows=c(1, 272, 272*2, 272*3),
                   title="Yield Curves Before & During the Financial Crisis",
                   tabprt=TRUE)

grfiv/ustreasuries documentation built on May 17, 2019, 8:36 a.m.