Simulace dluhopisu
###Yield curve download

# Load Quandl package
library(Quandl)

# Obtain Moody's Baa index data
baa <- Quandl("FED/RIMLPBAAR_N_M")
baa
head(baa)
# Identify 9/30/16 yield
baa_yield <- subset(baa, baa$Date > "2016-04-30" &  baa$Date < "2016-09-30  ")
baa_yield <- subset(baa, baa$Date == "2009-07-31")
baa_yield 
class(baa)
dim(baa)
head(baa)
# Convert yield to decimals and view
baa_yield <- baa_yield$Value / 100
baa_yield
##
# Obtain Moody's Aaa yield
aaa <- Quandl("FED/RIMLPAAAR_N_M")
aaa
head(aaa)
# identify yield on September 30, 2016
aaa_yield <- subset(aaa, aaa$Date == "2016-09-30")


# Convert yield into decimals
aaa_yield <- aaa_yield$Value / 100
aaa_yield
class(aaa_yield)
plot(aaa, type="l", col="red")

b=as.data.frame(aaa_yield)
aaa


plot(Value ~ Date, aaa, xlab = "Date", ylab="ytm in %", type = "l", col="black")
par(new=TRUE)
#polygon(aaa$Date,aaa$Value,col="purple", type="l")


#axis(1, at = seq(1975L, 2020L, by = 5L))
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tail(aaa)
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