RcmdrPlugin.RiskDemo (version 1.9)

bondCurve: Drawing forward and yield curves

Description

This function draws forward and yields curves, for AAA-rated central governement bonds and/or all central governement bonds.

Usage

bondCurve(date1, date2 = NULL, yield = TRUE, forward = TRUE, 
  AAA = TRUE, all = TRUE, params)

Arguments

date1

The date for which the curves are drawn

date2

Optional second date for which the curves are drawn

yield

Is the yield curve shown (TRUE/FALSE)?

forward

Is the forward curve shown (TRUE/FALSE)?

AAA

Are the curves drawn for the AAA-rated bonds (TRUE/FALSE)?

all

Are the curves drawn for the bonds with all ratings (TRUE/FALSE)?

params

The data frame of curve parameters

Value

No value. Only a figure is produced.

References

https://www.ecb.europa.eu/stats/financial_markets_and_interest_rates/euro_area_yield_curves/html/index.en.html

Examples

# NOT RUN {
data(params)
bondCurve(as.Date("2004-09-06"),params=params)
# }