bondCurve {RcmdrPlugin.RiskDemo} | R Documentation |
Drawing forward and yield curves
Description
This function draws forward and yields curves, for AAA-rated central governement bonds and/or all central governement bonds.
Usage
bondCurve(date1, date2 = NULL, yield = TRUE, forward = TRUE,
AAA = TRUE, all = TRUE, params)
Arguments
date1 |
The date for which the curves are drawn |
date2 |
Optional second date for which the curves are drawn |
yield |
Is the yield curve shown (TRUE/FALSE)? |
forward |
Is the forward curve shown (TRUE/FALSE)? |
AAA |
Are the curves drawn for the AAA-rated bonds (TRUE/FALSE)? |
all |
Are the curves drawn for the bonds with all ratings (TRUE/FALSE)? |
params |
The data frame of curve parameters |
Value
No value. Only a figure is produced.
Author(s)
Arto Luoma
References
https://bit.ly/2zfs0G8
Examples
data(params)
bondCurve(as.Date("2004-09-06"),params=params)
[Package RcmdrPlugin.RiskDemo version 3.2 Index]