get_rfr: Query EIOPA risk-free rate (RFR).

In eiopaR: Access to RFR (Risk-Free Rate) Curves Produced by the EIOPA

Description

This function query and returns the EIOPA risk-free interest rate term structures from an API.

Note: this function is getting the data from an API. Your IP can be temporary or permanently blocked if too many queries are executed.

For optimal performance, we recommend to limit the number of calls to this function.

EIOPA website : https://www.eiopa.europa.eu/tools-and-data/risk-free-interest-rate-term-structures_en

Usage

get_rfr(
  type = options_rfr_types(),
  region,
  year = NULL,
  month = NULL,
  format = c("data.frame")
)

Arguments

type	the type of the risk-free rate, see options_rfr_types() for the different options (examples: "with_va", "no_va").
region	the region to query (examples: "FR". see get_options("region")).
year	the year of the RFR.
month	the month of the RFR.
format	the format for the output data. Currently the only option is "data.frame".

Value

A list of class "eiopa_rfr", with components:

data

a data.frame containing the risk-free rate curves.

metadata

a data.frame containing metadata about the risk-free rate curves.

See Also

get_rfr_with_va, get_rfr_no_va

Examples

## Not run: 
get_rfr("with_va", "FR", 2019, 12)
get_rfr("no_va", "FR", c(2016, 2019), 12)

## End(Not run)

eiopaR documentation built on May 31, 2021, 9:10 a.m.