\HeaderA{download.RiskFree}{download 13-week US Treasury Bill Prices and calculate 13-week US Treasury Bill returns}{download.RiskFree}
\keyword{ts}{download.RiskFree}
\keyword{multivariate}{download.RiskFree}
\keyword{distribution}{download.RiskFree}
\keyword{models}{download.RiskFree}
\begin{Description}\relax
This function downloads daily/monthly 13-week US Treasury Bill  \emph{prices} as the risk free asset using \code{\LinkA{get.hist.quote}{get.hist.quote}} for "\^irx\^" and calculate \emph{returns} using \code{\LinkA{CalculateReturns}{CalculateReturns}} as a good proxy for the Risk Free Rate.
\end{Description}
\begin{Usage}
\begin{verbatim}
download.RiskFree(start = "1998-01-01", end = NULL, compression=c("m","d"))
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{start}] start date in YYYY-mm-dd format, default "1998-01-01"
\item[\code{end}] end date in YYYY-mm-dd format
\item[\code{compression}] "m" for monthly returns and "d" for daily returns, default monthly, as passthru to \code{\LinkA{get.hist.quote}{get.hist.quote}}
\end{ldescription}
\end{Arguments}
\begin{Value}
matrix of simple or compound returns on the 13-week US Treasury Bill at the daily/monthly scale specified
\end{Value}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{CalculateReturns}{CalculateReturns}} \\
\code{\LinkA{download.SP500PriceReturns}{download.SP500PriceReturns}} \\
\code{\LinkA{get.hist.quote}{get.hist.quote}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
rf = download.RiskFree(start = "1997-12-01", end = "2007-01-01")
class(rf)
head(rf)
\end{ExampleCode}
\end{Examples}

