@@ -71,28 +71,27 @@ tr_curve_rates <- function(x = c("hqm", "tnc", "trc", "tbi"),
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do.call(rbind , res )
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}
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- tr_hqm_pars <- function (x = c(" monthly" , " end-of-month" )) {
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- x <- match.arg(x )
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- x <- if (x == " monthly" ) " hqm_qh_pars" else " hqmeom_qh_pars"
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- nms <- c(" yearmonth" , " tmp" , " 2 years" , " 5 years" , " 10 years" , " 30 years" )
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- download_data(x , nms , 6L , " maturity" , " par_yield" )
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- }
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-
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- tr_par_yield <- function (x = c(" tnc" , " trc" ), type = c(" monthly" , " end-of-month" )) {
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+ tr_par_yield <- function (x = c(" hqm" , " tnc" , " trc" ),
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+ type = c(" monthly" , " end-of-month" )) {
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x <- match.arg(x )
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type <- match.arg(type )
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+ if (x == " hqm" ) {
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+ nms <- c(" yearmonth" , " tmp" , " 2 years" , " 5 years" , " 10 years" , " 30 years" )
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+ } else {
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+ nms <- c(
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+ " yearmonth" , " tmp" , " 2 years" , " 3 years" , " 5 years" , " 7 years" , " 10 years" ,
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+ " 20 years" , " 30 years"
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+ )
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+ }
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+
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if (type == " monthly" ) {
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sfx <- if (x == " tnc" ) " _qh_pars_1" else " _qh_pars"
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} else {
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sfx <- " eom_qh_pars"
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}
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x <- paste0(x , sfx )
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- nms <- c(
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- " yearmonth" , " tmp" , " 2 years" , " 3 years" , " 5 years" , " 7 years" , " 10 years" ,
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- " 20 years" , " 30 years"
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- )
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download_data(x , nms , 6L , " maturity" , " par_yield" )
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}
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