lFetchDailyHistoricalFxRates: Fetch NBP rates against indicated foreign currencies

In wegar-2/okeanos.nbp.interface: This package implements querying National Bank of Poland's API from R

Description

Fetch FX rates against given foreign currencies from NBP API

Usage

lFetchDailyHistoricalFxRates(cTickers, dateStartDate, dateEndDate)

Arguments

cTickers	- character vector of IDs of the
dateStartDate	- Date class scalar, indicates the date of the beginning of the interval for which the data is to be fetched. It is included in the final interval.
dateEndDate	- Date class scalar, indicates the date of the end of the interval for which the data is to be fetched. It is included in the final interval.

Details

This function fetches the FX rates against Polish zloty for the currencies indicated in the input character vector cTickers. The data is fetched for the time scope defined by the parameters dateStartDate and dateEndDate

Value

list of data.tables; names of the data.tables are standard ISO FX pairs names with PLN featuring as the quote currency and the currencies indicated in cTickers as base currencies; e.g. the results for query of USD rates will be available under the output list's key "USDPLN".

wegar-2/okeanos.nbp.interface documentation built on March 14, 2021, 2:50 p.m.