eiopaR (version 0.1.1)

get_rfr_with_va: Query EIOPA RFR with volatility adjustment.

Description

This function query and returns the EIOPA risk-free interest rate term structures from an API.

Note: this function is getting the data from an API. Your IP can be temporary or permanently blocked if too many queries are executed.

For optimal performance, we recommend to limit the number of calls to this function.

EIOPA website : https://www.eiopa.europa.eu/tools-and-data/risk-free-interest-rate-term-structures_en

Usage

get_rfr_with_va(region, year = NULL, month = NULL, format = c("data.frame"))

Arguments

region

the region to query (examples: "FR". see get_options("region")).

year

the year of the RFR.

month

the month of the RFR.

format

the format for the output data. Currently the only option is "data.frame".

Value

A list of class "eiopa_rfr", with components:

data

a data.frame containing the risk-free rate curves.

metadata

a data.frame containing metadata about the risk-free rate curves.

See Also

get_rfr, get_rfr_no_va

Examples

# NOT RUN {
get_rfr_with_va("FR", 2019, 12)
get_rfr_with_va("BE", 2020, 11)
# }