| Type: | Package |
| Title: | Czech Interest & Foreign Exchange Rates |
| Version: | 0.2.5 |
| Date: | 2025-05-06 |
| Maintainer: | Jindra Lacko <jindra.lacko@gmail.com> |
| Description: | Interface to interest and foreign exchange rates published by the Czech National Bank. |
| URL: | https://github.com/jla-data/czechrates |
| BugReports: | https://github.com/jla-data/czechrates/issues |
| License: | MIT + file LICENSE |
| Encoding: | UTF-8 |
| Imports: | curl, httr, readr, dplyr (≥ 1.0.0), magrittr, tibble, tidyr |
| Suggests: | testthat, rmarkdown, ggplot2, scales, knitr, covr |
| RoxygenNote: | 7.3.1 |
| VignetteBuilder: | knitr |
| NeedsCompilation: | no |
| Packaged: | 2024-05-06 07:44:42 UTC; jindra |
| Author: | Jindra Lacko 
[aut, cre] |
| Repository: | CRAN |
| Date/Publication: | 2024-05-06 08:00:03 UTC |
Central bank exchange rate fixing
Description
A function returning data frame of FX rates as fixed by the central bank.
Usage
cnbfxrate(date = Sys.Date() - 1, specific_currency = "ALL")
Arguments
date |
Date of publication as date, default is yesterday. |
specific_currency |
ISO Code of currency, default is ALL / complete list. |
Value
a data frame - date_valid, currency ISO code, quoted amount, rate
Examples
cnbfxrate(as.Date("2002-08-12"), "EUR") # EUR/CZK rate for August 12th, 2002
czechrates: Czech Interest Rates
Description
Interface to interest and FX rates as published by the Czech National Bank.
Internal function - tests availability of internet resources
Description
Internal function - tests availability of internet resources
Usage
ok_to_proceed(remote_file)
Arguments
remote_file |
resource to be tested |
pribor
Description
A function returning data frame of PRague InterBank OffeRed rates (PRIBOR).
Usage
pribor(date = Sys.Date() - 1, maturity = "1D")
Arguments
date |
Date of fixing as date, default is yesterday. |
maturity |
Maturity of loan as string, default is overnight ("1D"). |
Details
The function expects date input, and returns data frame of two or more columns - date, and relevant PRIBOR rate (as determined by 'maturity' parameter).
PRIBOR rates are reported as fractions, i.e. not as percentages (i.e. 1% is reported as .01, not 1).
For dates when no PRIBOR was quoted (e.g. weekends, Bank Holidays, such as December 24th on any year, or August 13th, 2002 when no PRIBOR was quoted due to catastrophic floods) no result will be returned.
Value
data frame - first column is date, second is relevant PRIBOR rate.
Examples
pribor(as.Date("2002-08-12"), "1D")
Two-week Repo Rate
Description
A function returning data frame of two-week repo rate, as set by ČNB.
Usage
repo2w(date = Sys.Date() - 1)
Arguments
date |
Date of fixing as date, default is yesterday. |
Details
The function expects date input, and returns data frame of two columns - date, and relevant repo rate. It does not require maturity argument, as maturity is by definition 2W.
Repo rates are reported as fractions, i.e. not as percentages (i.e. 1% is reported as .01, not 1).
A single result will be reported for all dates higher than December 8th, 1995.
Value
data frame - first column is date, second is relevant two-week repo rate (the primary CZK policy rate)
Examples
repo2w(as.Date("2002-08-12"))