fx: Foreign Exchange Rate Data

In qrmdata: Data Sets for Quantitative Risk Management Practice

Foreign Exchange Rate Data

Description

Foreign exchange rate data with respect to USD and GBP.

Usage

data("CAD_USD")
data("GBP_USD")
data("EUR_USD")
data("CHF_USD")
data("JPY_USD")
data("CNY_USD")
data("CAD_GBP")
data("USD_GBP")
data("EUR_GBP")
data("CHF_GBP")
data("JPY_GBP")
data("CNY_GBP")

Format

xts objects containing foreign exchange rates of Canadian Dollar (CAD_*), US Dollar (USD_*), British Pound (GBP_*), Euro (EUR_*), Swiss Francs (CHF_*), Japanese Yen (JPY_*), Chinese Yuan (CNY_*) with respect to USD (*_USD) and GBP (*_GBP) from 2000-01-01 to 2015-12-31.

Details

Interpretation: As an example, EUR_USD contains the EUR/USD exchange rate, so a value x in EUR_USD indicates that 1 EUR is worth x USD at that point in time.

Author(s)

Marius Hofert

Source

The data was obtained from OANDA (https://www.oanda.com/) on 2016-01-03 via the function get_data() from qrmtools.

Examples

data("CAD_USD")
data("GBP_USD")
data("EUR_USD")
data("CHF_USD")
data("JPY_USD")
data("CNY_USD")
data("CAD_GBP")
data("USD_GBP")
data("EUR_GBP")
data("CHF_GBP")
data("JPY_GBP")
data("CNY_GBP")

qrmdata documentation built on June 1, 2022, 9:06 a.m.