Quandl_df_fcn_UST_raw function

Get a US Treasury curve discount factor function

Get a US Treasury curve discount factor function

Quandl_df_fcn_UST_raw(on_date)

Arguments

  • on_date: Date for which to query Quandl for the curve

Returns

A function taking two time arguments, which returns the discount factor from the second to the first

  • Maintainer: Brian K. Boonstra
  • License: GPL (>= 2)
  • Last published: 2020-03-03

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