ESCBFX: ESCB FX Reference Rates
In FRAPO: Financial Risk Modelling and Portfolio Optimisation with R
Description
Usage
Format
Details
Source
Examples
Description
Daily spot rates of major currencies against the EUR.
Usage
1
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
1
FRAPO documentation built on May 2, 2019, 6:33 a.m.
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Description Usage Format Details Source Examples
Description
Daily spot rates of major currencies against the EUR.
Usage
1 |
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
1 |
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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