README.md

In zzawadz/nbpInterestRatesR: Interest rates from National Bank of Poland

Installation:

# devtools
devtools::install_github("zzawadz/nbpir")

# Or you can use pacman:
pacman::p_load_gh("zzawadz/nbpir")

Usage:

Interest rates from NBP website:

pacman::p_load_gh("zzawadz/nbpir")

tail(nbp_interest_rates())

##               ref    lom    dep    red
## 2013-03-07 0.0325 0.0475 0.0175 0.0350
## 2013-05-09 0.0300 0.0450 0.0150 0.0325
## 2013-06-06 0.0275 0.0425 0.0125 0.0300
## 2013-07-04 0.0250 0.0400 0.0100 0.0275
## 2014-10-09 0.0200 0.0300 0.0100 0.0225
## 2015-03-05 0.0150 0.0250 0.0050 0.0175

# reference rate:
tail(nbp_interest_rates("ref"))

##               ref
## 2013-03-07 0.0325
## 2013-05-09 0.0300
## 2013-06-06 0.0275
## 2013-07-04 0.0250
## 2014-10-09 0.0200
## 2015-03-05 0.0150

Maximum interest rate for loans in Poland

tail(nbp_max_loan())

##            maxLoan
## 2013-05-09    0.18
## 2013-06-06    0.17
## 2013-07-04    0.16
## 2014-10-09    0.12
## 2015-03-05    0.10
## 2016-01-01    7.03

Utility functions:

# get data:
ret = nbp_interest_rates()

# Convert xts to tbl and keep the date
tail(nbp_xts2tbl(ret))

## # A tibble: 6 x 5
##   date          ref    lom     dep    red
##   <date>      <dbl>  <dbl>   <dbl>  <dbl>
## 1 2013-03-07 0.0325 0.0475 0.0175  0.0350
## 2 2013-05-09 0.0300 0.0450 0.0150  0.0325
## 3 2013-06-06 0.0275 0.0425 0.0125  0.0300
## 4 2013-07-04 0.0250 0.0400 0.0100  0.0275
## 5 2014-10-09 0.0200 0.0300 0.0100  0.0225
## 6 2015-03-05 0.0150 0.0250 0.00500 0.0175

# expand to daily data:
tail(nbp_expand_daily(ret))

##              ref   lom   dep    red
## 2018-06-13 0.015 0.025 0.005 0.0175
## 2018-06-14 0.015 0.025 0.005 0.0175
## 2018-06-15 0.015 0.025 0.005 0.0175
## 2018-06-16 0.015 0.025 0.005 0.0175
## 2018-06-17 0.015 0.025 0.005 0.0175
## 2018-06-18 0.015 0.025 0.005 0.0175

zzawadz/nbpInterestRatesR documentation built on May 5, 2019, 3:48 a.m.