source | dataset | .html | .RData |
---|---|---|---|
eurostat | irt_euryld_d | 2024-11-01 | 2024-10-08 |
Euro yield curves - daily data
Data - Eurostat
Info
Data on interest rates
source | dataset | .html | .RData |
---|---|---|---|
bdf | FM | 2024-07-26 | 2024-10-16 |
bdf | MIR | 2024-07-26 | 2024-07-01 |
bdf | MIR1 | 2024-10-16 | 2024-10-16 |
bis | CBPOL_D | 2024-09-13 | 2024-05-10 |
bis | CBPOL_M | 2024-08-09 | 2024-04-19 |
ecb | FM | 2024-10-30 | 2024-11-01 |
ecb | MIR | 2024-06-19 | 2024-10-30 |
eurostat | ei_mfir_m | 2024-11-05 | 2024-10-08 |
eurostat | irt_lt_mcby_d | 2024-11-01 | 2024-08-28 |
eurostat | irt_st_m | 2024-11-01 | 2024-10-08 |
fred | r | 2024-11-01 | 2024-11-01 |
oecd | MEI | 2024-04-16 | 2024-06-30 |
oecd | MEI_FIN | 2024-09-15 | 2024-05-21 |
wdi | FR.INR.RINR | 2024-08-28 | 2024-09-18 |
LAST_COMPILE
LAST_COMPILE |
---|
2024-11-05 |
Last
Code
%>%
irt_euryld_d group_by(time) %>%
summarise(Nobs = n()) %>%
arrange(desc(time)) %>%
head(1) %>%
print_table_conditional()
time | Nobs |
---|---|
2024-10-04 | 2148 |
bonds
Code
%>%
irt_euryld_d left_join(bonds, by = "bonds") %>%
group_by(bonds, Bonds) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
print_table_conditional()
bonds | Bonds | Nobs |
---|---|---|
CGB_EA | All euro area central government bonds | 5505504 |
CGB_EA_AAA | AAA-rated euro area central government bonds | 5503805 |
maturity
Code
%>%
irt_euryld_d left_join(maturity, by = "maturity") %>%
group_by(maturity, Maturity) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
print_table_conditional()
yld_curv
Code
%>%
irt_euryld_d left_join(yld_curv, by = "yld_curv") %>%
group_by(yld_curv, Yld_curv) %>%
summarise(Nobs = n()) %>%
arrange(-Nobs) %>%
print_table_conditional()
yld_curv | Yld_curv | Nobs |
---|---|---|
SPOT_RT | Spot rate yield curve | 3669978 |
PAR | Par yield curve | 3669711 |
INS_FWD | Instantaneous forward yield curve | 3669620 |