liborUSD3M: LIBOR rate in US Dollars for 3 month loans

In Peirce: Functions for removing outliers, with illustrations

Description

LIBOR rate submissions for 16 banks during a 3 month period in 2008. Each submission reflects the rate of interest the bank would expect to pay on a 3 month loan in US Dollars.

Usage

data(liborUSD3M)

Format

A data frame with 496 observations on the following 3 variables.

Bank

a character vector

Date

a character vector

X3M

a character vector

Source

Data on google docs spreasheet

References

Guardian newspaper 2012

Examples

data(liborUSD3M)
str(liborUSD3M) 
## Not run:  
liborUSD3M <- transform(liborUSD3M, Date = as.Date(Date, format="%m/%d/%Y")) # convert to date format
liborUSD3M <- transform(liborUSD3M, X3M = as.numeric(X3M)) # convert to numeric
liborUSD3M <- transform(liborUSD3M, Bank = as.factor(Bank)) # convert to factor
	
## End(Not run)

Peirce documentation built on May 2, 2019, 5 p.m.