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 |
envir |
Environment passed to |
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]