get_raw_markit

date

numeric, is the currency that the CDS is traded in.

currency


<code>get_raw_markit</code> downloads the rates zip file from Markit website,
unzips and parses the XML


Provides tools for pricing credit default swaps using
C code for the International Swaps and Derivatives
Association (ISDA) CDS Standard Model. See
<http://www.cdsmodel.com/cdsmodel/documentation.html>
for more information about the model and
<http://www.cdsmodel.com/cdsmodel/cds-disclaimer.html>
for license details for the C code.

get_raw_markit: Get raw data from Markit website.

Description

Usage

Arguments

Value