ycurve_for_interpolation: Get the yield curve to interpolate for indemnity calculation
In vathymut/indemnity: NHA MBS indemnity yield.

Description Usage Arguments Value Examples

View source: R/ycurve-for-interpolation.R

Get the yield curve to interpolate for indemnity calculation

1	ycurve_for_interpolation(retrieval_date, ycurve_dt, date_re = "date")

`retrieval_date`	Retrieval (anchor) date.
`ycurve_dt`	Datatable of historical yield curves.
`date_re`	Regex to uniquely match the column with dates in `yields_dt`.

dt Data.table of yield curve for indemnity calculation

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retrieval_date <- lubridate::ymd( "2013-03-01" )
data( bloomberg_goc, package = "blpxl" )
ycurve_for_interpolation( retrieval_date, ycurve_dt = bloomberg_goc )