ycurve_retrieval_date: Get the retrieval date for the yield curve for indemnity...
In vathymut/indemnity: NHA MBS indemnity yield.

Get the retrieval date for the yield curve for indemnity interpolation.

1	ycurve_retrieval_date(issue_date, settlement_date, cmhc_audit = TRUE)

`issue_date`	Issue date.
`settlement_date`	Settlement date.
`cmhc_audit`	`TRUE`. Applies CMHC Audit: first business day of the month.

retrieval_date Date on which the yield curve is interpolated.

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issue_date <- lubridate::ymd( "2015-01-30" )
settlement_date <- lubridate::ymd( "2015-01-30" )
ycurve_retrieval_date( issue_date, settlement_date )

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

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