knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

The Riksbank is Sweden's central bank. We have used data from Riksbank for our shiny application.

Vignette Info

The shiny application compares four curves for demonstrative purposes.

Euro market rates

As per Riksbank, the euro market is a loan market without underlying collateral with fixed-term deposits, with the highest time limit being one year. It is mostly a part of the interbank trading where the rates applying for some of the main currencies in the local interbank market, i.e. the banks' internal market for trade in currencies and debt securities, can be followed.

Euro market rates with 3-month duration includes: USA Japan UK Euro area Norway Denmark

For our lab exercise, we have only included Euro market rates with 3-month duration for Norway, USA, Japan, and Euro area.
Euro market rates with 3-month duration for Norway

library(ggplot2)
library(labfifthcasnit)
library(dplyr)
library(httr)
library(readr)
library(lubridate)
rates_obj<-shiny_api$new()
rates<-rates_obj$riks_api()
EU<-filter(rates,Series=="EU 3M")
ggplot() + geom_point(data = EU, aes(x = date, y = Value))

Euro market rates with 3-month duration for USA

library(ggplot2)
library(labfifthcasnit)
library(dplyr)
library(httr)
library(readr)
library(lubridate)

rates_obj<-shiny_api$new()
rates<-rates_obj$riks_api()
US<-filter(rates,Series=="US 3M")
ggplot() + geom_point(data = US, aes(x = date, y = Value))


nitinsverige/labfifthcasnit documentation built on May 8, 2019, 12:57 p.m.