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load_data.m
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load_data.m
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%% Time grids
wrn = warning();
warning off
US_dates = [];
US_rates = [];
EU_dates = [];
EU_rates = [];
for year = 2019:2023
% US rates
file_name = ['data/US-daily-rates-', num2str(year), '.csv'];
opts = detectImportOptions(file_name);
opts = setvartype(opts, 'Date', 'datetime');
opts = setvaropts(opts, 'Date', 'InputFormat', 'MM/dd/uuuu');
tab = readtable(file_name, opts);
US_dates = [US_dates; tab.('Date')];
US_rates = [US_rates; tab.('x3M')];
% EU rates
file_name = ['data/EU-daily-rates-', num2str(year), '.csv'];
opts = detectImportOptions(file_name);
opts = setvartype(opts, 'Date', 'datetime');
opts = setvaropts(opts, 'Date', 'InputFormat', 'MM/dd/uuuu');
tab = readtable(file_name, opts);
EU_dates = [EU_dates; tab.('Date')];
EU_rates = [EU_rates; tab.('x3M')];
end
%% clean up temporary variables
warning(wrn);
clear("file_name", "opts", "tab", "wrn", "year");