YieldCurve-class: Yield curves

In shyams80/plutoR: Financial Data Models for Pluto

Description

Yield curves

Methods

EuroArea()

Query Euro area yield curves published by the ECB

IndiaZeroCoupon()

Query the Indian Zero Coupon Yield Curve published by CCIL

UsTreasury()

Query the Daily Treasury Yield Curve Rates published by US Treasury

References

https://www.ccilindia.com http://treasury.gov https://www.ecb.europa.eu

Read the python documentation for information on the data-attributes https://plutopy.readthedocs.io/en/latest/YieldCurve.html

Sample notebook: https://github.com/shyams80/plutons/blob/master/docs-R/YieldCurve.ipynb

shyams80/plutoR documentation built on Nov. 19, 2019, 5:37 p.m.