rb3 (version 0.0.12)

yc_superset: Creates superset with yield curves and futures

Description

Creates superset with yield curves and future contracts indicating the terms that match with futures contracts maturities.

Usage

yc_superset(yc, fut)
yc_usd_superset(yc, fut)
yc_ipca_superset(yc, fut)

Value

A dataframe with yield curve flagged with futures maturities.

Arguments

yc

yield curve dataset

fut

futures dataset

Examples

if (FALSE) {
fut <- futures_get(Sys.Date() - 1)

yc <- yc_get(Sys.Date() - 1)
yc_superset(yc, fut)

yc_usd <- yc_usd_get(Sys.Date() - 1)
yc_usd_superset(yc_usd, fut)

yc_ipca <- yc_ipca_get(Sys.Date() - 1)
yc_ipca_superset(yc_ipca, fut)
}