repo2w {czechrates}

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"))