usSwapIR

<p>USD Interest Rate Swap Curve for RQuantlib bootstrapping. See usSwapIRdef for sources and tickers.</p>

datasets

Collection of functions and metadata to complement core packages
in Finance and Commodities, including futures expiry tables and <https://www.morningstar.com/products/commodities-and-energy>
API functions. See <https://github.com/risktoollib/RTL>.

Philippe Cote

Risk Tool Library

Nima Safaian

usSwapIR function

<p>data frame
#' @source Morningstar and FRED</p>

usSwapIR: usSwapIR

Description

Usage

Arguments

Format