get_ycurve: Get yield curve data on given date (data source: Bank of...

Description Usage Arguments Value Examples

Description

Get yield curve data on given date (data source: Bank of Canada).

Usage

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get_ycurve(date, yield_dt)

Arguments

date

Date(s) on which to retrieve yield data

yield_dt

Data.table of historical yields

Value

dt Data.table of yields on the given date.

Examples

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# Get yield curve data for today
yield_dt <- download_yields(1)
date_today <- lubridate::today()
get_ycurve( date = date_today, yield_dt = yield_dt )

vathymut/bondyields documentation built on May 3, 2019, 4:35 p.m.