treasury_df {ragtop}R Documentation

Get a US Treasury curve discount factor function

Description

This is a caching wrapper for treasury_df_raw

Usage

treasury_df(..., envir = parent.frame())

Arguments

...

Arguments passed to treasury_df_raw

envir

Environment passed to treasury_df_raw

Value

A function taking two time arguments, which returns the discount factor from the second to the first (see spot_to_df_fcn)


[Package ragtop version 1.2.0 Index]