getRfData: Get risk-free rate data.

In nickto/PensionFundsLv: Analysis of Latvian Pension FundsVersion: 0.0.0.9000

Description

getRfData gets the risk-free rate data from the specified directory and file. If the file does not exist, then it downloads the data and stores it in the specified file.

Usage

getRfData(maturity = 1, file = paste0("rf-data-", Sys.Date(), ".RData"),
  dir = tempdir(), start = "2004-09-06", end = Sys.Date(),
  force = FALSE, quite = FALSE)

Arguments

maturity	Numerical, maturity of yield in years (integer 1 to 30). Has effect only if the file does not exist, or force == TRUE.
file	String, file name. Default is generated based on today's date.
dir	String, directory of the file. Default is generated temporary directory.
start	Date (or an object that can be parsed using as.Date), start of the period. Has effect only if the file does not exist, ot force == TRUE.
end	Date (or an object that can be parsed using as.Date), end of the period. Has effect only if the file does not exist, ot force == TRUE.
force	Logical, whether to force download data even if the file with the specified name already exists.
quite	Logical, whether to suppress any output to console.
frequency	Character, one of daily, weekly, monthly, quarterly, half-yearly, annual. Has effect only if the file does not exist, or force == TRUE.

Value

String, file path where the downloaded data is stored.

Source

Data comes from ECB.

See Also

downloadRfData.

nickto/PensionFundsLv documentation built on May 23, 2019, 5:08 p.m.