ESCBFX: ESCB FX Reference Rates
In FRAPO: Financial Risk Modelling and Portfolio Optimisation with R
ESCBFX R Documentation
ESCB FX Reference Rates
Description
Daily spot rates of major currencies against the EUR.
Usage
data(ESCBFX)
Format
A data frame with 3,427 daily observations of the spot currency rates
rates AUD, CAD, CHF, GBP, HKD, JPY and USD against EUR. The sample
starts in 1999-01-04 and ends in 2012-04-04.
Details
The data has been retrieved from the Statistical Data Warehouse (SDW)
Internet-Site of the ECB. In case of missing data entries due to
holidays, the last observed data point has been carried forward.
Source
Examples
data(ESCBFX)
FRAPO documentation built on Jan. 25, 2026, 9:07 a.m.
R Package Documentation
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| ESCBFX | R Documentation |
ESCB FX Reference Rates
Description
Daily spot rates of major currencies against the EUR.
Usage
data(ESCBFX)Format
A data frame with 3,427 daily observations of the spot currency rates rates AUD, CAD, CHF, GBP, HKD, JPY and USD against EUR. The sample starts in 1999-01-04 and ends in 2012-04-04.
Details
The data has been retrieved from the Statistical Data Warehouse (SDW) Internet-Site of the ECB. In case of missing data entries due to holidays, the last observed data point has been carried forward.
Source
Examples
data(ESCBFX)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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