euribor.get_pca: Computes PCA on EURIBOR.

View source: R/indicator_euribor.R

euribor.get_pcaR Documentation

Computes PCA on EURIBOR.

Description

Computes PCA on EURIBOR.

Usage

euribor.get_pca(day_date)

Arguments

day_date

a character vector indicating the date of the day until which PCA will be computed.

Value

a data.table containing the formatted result of the EURIBOR PCA.


scalastic/fin.backend documentation built on Nov. 18, 2022, 7:10 a.m.