brfinance (version 0.8.0)

get_cdi_rate: Get CDI Rate (Interbank Deposit Certificate)

Description

Downloads daily CDI (Certificado de Depósito Interbancário) rate from BCB/SGS. This function retrieves the daily CDI rate (SGS series 12), which is the benchmark interest rate for interbank transactions in Brazil.

Usage

get_cdi_rate(
  start_date = NULL,
  end_date = NULL,
  language = "eng",
  labels = TRUE
)

Value

A data.frame with columns:

date

Reference date

value

Daily CDI rate (% per day)

value_annualized

Annualized CDI rate (% per year, 252 business days)

Arguments

start_date

Start date for the data period. Accepts multiple formats:

• "YYYY" for year only (e.g., "2020" becomes "2020-01-01")

• "YYYY-MM" for year and month (e.g., "2020-06" becomes "2020-06-01")

• "YYYY-MM-DD" for a specific date (e.g., "2020-06-15")

end_date

End date for the data period. Accepts the same formats as start_date:

• "YYYY" (e.g., "2023" becomes "2023-12-31")

• "YYYY-MM" (e.g., "2023-12" becomes the last day of December 2023)

• "YYYY-MM-DD" for a specific date

• NULL defaults to the current date (today)

language

Language for column names in the returned data.frame:

• "eng" (default): Returns columns date and cdi_rate

• "pt": Returns columns data_referencia and taxa_cdi

labels

Logical indicating whether to add variable labels using the labelled package. Labels provide descriptive text for each column when available.

Examples

if (FALSE) { # interactive()
  # Default: last 30 days of CDI rate
  df <- get_cdi_rate()

  # Specific period
  df2 <- get_cdi_rate("2023-01-01", "2023-03-31")

  # Using year-month format for a specific month
  df3 <- get_cdi_rate("2023-06", "2023-06")

  # Portuguese column names and labels
  df4 <- get_cdi_rate(language = "pt")

  # Complete example with all parameters
  df5 <- get_cdi_rate("2023-01-01", "2023-12-31", language = "pt", labels = TRUE)

  # Historical analysis
  df6 <- get_cdi_rate("2020-03-01", "2020-04-30")  # COVID period
}