qrmdata (version 2024-03-04-2)

fx: Foreign Exchange Rate Data

Description

Foreign exchange rate data with respect to USD and GBP.

Usage

data("CAD_USD")
data("GBP_USD")
data("EUR_USD")
data("CHF_USD")
data("JPY_USD")
data("CNY_USD")
data("CAD_GBP")
data("USD_GBP")
data("EUR_GBP")
data("CHF_GBP")
data("JPY_GBP")
data("CNY_GBP")

Format

xts objects containing foreign exchange rates of Canadian Dollar (CAD_*), US Dollar (USD_*), British Pound (GBP_*), Euro (EUR_*), Swiss Francs (CHF_*), Japanese Yen (JPY_*), Chinese Yuan (CNY_*) with respect to USD (*_USD) and GBP (*_GBP) from 2000-01-01 to 2015-12-31.

Author

Marius Hofert

Details

Interpretation: As an example, EUR_USD contains the EUR/USD exchange rate, so a value \(x\) in EUR_USD indicates that 1 EUR is worth \(x\) USD at that point in time.

Examples

data("CAD_USD")
data("GBP_USD")
data("EUR_USD")
data("CHF_USD")
data("JPY_USD")
data("CNY_USD")
data("CAD_GBP")
data("USD_GBP")
data("EUR_GBP")
data("CHF_GBP")
data("JPY_GBP")
data("CNY_GBP")