In this post I will show how easy is to price a portfolio of swaps leveraging the purrr package and given the swap pricing functions that we introduced in a previous post. I will do this in a “real world” environment hence using real market data as per the last 14th of April. Import the discount factors from Bloomberg Let’s start the pricing of the swap portfolio with purrr by loading from an external source the EUR discount factor curve.
This week's #TidyTuesday is about federal spending. I was interested in understanding if spending had shifted towards clean energy sub-agencies in the last 20 years. Spoiler alert: unfortunately no! 😰#Rstats #tidyverse cc @thomas_mock @R4DScommunity pic.twitter.com/AbQzheSagU — Davide Magno (@DavideMagno) February 12, 2019
Here's my #TidyTuesday submission.I studied the total increase in the housing index for each US State compared to the US federal index. No surprise in California house price has increased much more than the rest of US.The #mapdata library was 👍🏼@thomas_mock @R4DScommunity #rstats pic.twitter.com/sYI1zKhIpC — Davide Magno (@DavideMagno) February 10, 2019
Finally my first #TidyTuesday submission! 🎊🎉I am starting from week 1 2019 but I will catch up soon😉When do people submit their visualisations?Mostly on Tuesday and Wednesday afternoon, but also on Monday before the new set is released #rstats #ggplot @rstats4ds @thomas_mock pic.twitter.com/pKZAyL8vp1 — Davide Magno (@DavideMagno) February 3, 2019