用最后的数据填充 NA

如何解决用最后的数据填充 NA

我正在彭博社做一个项目，为了计算波动率，我的数据不能有 NA。只包括交易日是行不通的，因为有不同市场的股票。所以我想显示最后一个交易日的价格，而不是 NA。

#Install pack
install.packages("Rblpapi")
install.packages("dplyr")
install.packages("tidyr")

# Load package
library(Rblpapi)
library("dplyr")
library(tidyr)
# Connect to Bloomberg
blpConnect()

# Assign tickers and fields
tickers <- c("SPX INDEX","BXIIE3MC Index","LD12TRUU Index","LBUSTRUU Index","ESM1 Index","LEU1TREU Index","USGG10YR Index","GBB0VMH7 Index","LBUTTRUU Index","IBoxIG Index","LP01TREU Index","LF98TRUU Index","BDCCTREU Index","BDCCTRUU Index","JPEIGLSP Index","GDDUWI Index","mxeU Index","MXJPHEUR Index","NDDUJN Index","stemWUUN Index","mxeF Index","M7WD Index","BCT5TRUU Index","GOLDLNPM Index","BCOM Index","HFRXGL Index")
myField <- "PX_LAST"

# Pull Bloomberg data and create data frame
Benchmark <- as.data.frame(
  bdh(tickers,myField,start.date = as.Date("2019-12-31"),include.non.Trading.days = TRUE)
  
)

#Data cleaning


Benchmark <- select_if(Index,is.numeric)
Benchmark$Date <- seq(as.Date("2019-12-31"),Sys.Date(),by=1)

Benchmark <- Benchmark %>% relocate (Date,.before = SPX.INDEX.PX_LAST)