library(DBI)
library(plutoDbR)
library(plutoR)
library(tidyverse)
options("scipen"=999)
source("../R/config.R")
yc <- YieldCurve()
#fetch the latest India Zero Coupon Bond yields
endDt <- (yc$IndiaZeroCoupon() %>%
summarize(MAX_TS = max(TIME_STAMP)) %>%
collect())$MAX_TS[1]
yc$IndiaZeroCoupon() %>%
filter(TIME_STAMP == endDt) %>%
arrange(MATURITY) %>%
print(n=Inf)
#fetch the latest US Treasury Yield Curve
endDt <- (yc$UsTreasury() %>%
summarize(MAX_TS = max(TIME_STAMP)) %>%
collect())$MAX_TS[1]
yc$UsTreasury() %>%
filter(TIME_STAMP == endDt) %>%
print()
#fetch the latest Euro area yield curve
endDt <- (yc$EuroArea() %>%
summarize(MAX_TS = max(TIME_STAMP)) %>%
collect())$MAX_TS[1]
yc$EuroArea() %>%
inner_join(yc$EuroArea(), by=c('TENOR_Y', 'TENOR_M', 'TIME_STAMP')) %>%
filter(TIME_STAMP == endDt & CURVE_ID.x == 'G_N_A' & CURVE_ID.y == 'G_N_C') %>%
select(TENOR_Y, TENOR_M, GNA = VALUE.x, GNC = VALUE.y) %>%
arrange(TENOR_Y, TENOR_M) %>%
print(n=Inf)
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