README.md

In werleycordeiro/GBcurves: Yield Curves of Brazil, China, and Russia

The GBcurves Package

The GBcurves for R downloads the Brazilian, Chinese, and Russian yield curves from https://www.b3.com.br/, https://www.chinabond.com.cn/, and https://www.cbr.ru/, respectively.

The canonical link to the package on CRAN which includes examples and documentation is https://cran.r-project.org/web/packages/GBcurves/index.html.

Development can be tracked via the github repository which contains source code for the package starting with version 0.1.6.

install.packages("GBcurves")

# Example: 

init <- "2020-05-10"
fin <- "2020-05-17"
mty <- c(3,6,12,120,360)
ctry <- "BR"

yields(init = init, fin = fin, mty = mty, ctry = ctry)

werleycordeiro/GBcurves documentation built on Jan. 5, 2022, 10:28 p.m.