exchange {ismev}

UK/US and UK/Canada Exchange Rates

Description

The exchange data frame has 975 rows and 2 columns. The columns contain daily exchange rates; UK sterling against the US dollar (first column) and UK sterling against the Canadian dollar (second column). The rownames contain the corresponding dates in a character string with the format "2000/05/26". This can be converted into a POSIXct or POSIXlt object using as.POSIXct or as.POSIXlt.

Usage

data(exchange)

Format

This data frame contains the following columns:

USD.GBP

US against UK exchange rate.

CAD.GBP

Canada against UK exchange rate.

Source

Coles, S. G. (2001) An Introduction to Statistical Modelling of Extreme Values. London: Springer.