Description Usage Arguments Value Source Examples
This function downloads daily yield curves data of Brazil, China, and Russia. If necessary, it interpolates with spline function for unavailable maturities.
1 | yields(init, fin, mty, ctry)
|
init |
Initial date in format "YYYY-MM-DD" |
fin |
Final date in format "YYYY-MM-DD" |
mty |
Maturities specified by months |
ctry |
Countries available: "BR", "CN" or "RU" |
A matrix that contains daily yield curves in percent in each row and maturities in months by columns.
The dataset of Brazil, China, and Russia are obtained from <http://www.b3.com.br/>, <http://yield.chinabond.com.cn>, and <https://www.cbr.ru>, respectively.
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