RTL (version 0.1.6)

ir_df_us: ir_df_us

Description

Extracts US Tresury Zero Rates

Usage

ir_df_us(quandlkey = quandlkey, ir.sens = 0.01)

Arguments

quandlkey

Your Quandl key "quandlkey"

ir.sens

Creates plus and minus IR sensitivity scenarios with specified shock value.

Value

Data frame of zero rates

Examples

# NOT RUN {
us.df <- ir_df_us(quandlkey = quandlkey,ir.sens=0.01)
# }