yc_superset {rb3}

Creates superset with yield curves and futures

Description

Creates superset with yield curves and future contracts indicating the terms that match with futures contracts maturities.

Usage

yc_superset(yc, fut)

yc_usd_superset(yc, fut)

yc_ipca_superset(yc, fut)

Arguments

yc

yield curve dataset

fut

futures dataset

Value

A dataframe with yield curve flagged with futures maturities.

Examples

## Not run: 
fut <- futures_get(Sys.Date() - 1)

yc <- yc_get(Sys.Date() - 1)
yc_superset(yc, fut)

yc_usd <- yc_usd_get(Sys.Date() - 1)
yc_usd_superset(yc_usd, fut)

yc_ipca <- yc_ipca_get(Sys.Date() - 1)
yc_ipca_superset(yc_ipca, fut)

## End(Not run)