treasury_df_raw {ragtop} | R Documentation |
Get a US Treasury curve discount factor function
Description
Get a US Treasury curve discount factor function
Usage
treasury_df_raw(on_date)
Arguments
on_date |
Date for which to query for the curve, year-month-day format |
Value
A function taking two time arguments, which returns the discount factor from the second to the first
[Package ragtop version 1.2.0 Index]