Hello All, Does anyone know how to download historical LIBOR rates of different currencies into R? Or if anyone knows of a website that holds all this data...I only need up to january of 2000. Also, how can we make the row names the index of a plot (the names of the x values)? [[alternative HTML version deleted]]
You might try asking on the R-SIG-Finance group, if nobody here can answer your question (https://stat.ethz.ch/mailman/listinfo/r-sig-finance). Jonathan On Mon, Jul 19, 2010 at 1:21 PM, Aaditya Nanduri <aaditya.nanduri@gmail.com>wrote:> Hello All, > > Does anyone know how to download historical LIBOR rates of different > currencies into R? > > Or if anyone knows of a website that holds all this data...I only need up > to > january of 2000. > > Also, how can we make the row names the index of a plot (the names of the x > values)? > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]
Hi AAditya, There's a great tool for searching the web, called "Google." I used it to find the following web site when I entered "historical libor rates" for the search: http://www.wsjprimerate.us/libor/libor_rates_history.htm. The site came up as the first hit. I suggest you use the scrapeR package to read data from the site. Also, to learn more about the terrific Google search tool, look at http://www.google.com/. Good luck. Marsh Feldman On 7/20/2010 6:00 AM, r-help-request@r-project.org wrote:> Date: Mon, 19 Jul 2010 15:21:01 -0400 > From: Aaditya Nanduri<aaditya.nanduri@gmail.com> > To:r-help@r-project.org > Subject: [R] Historical Libor Rates > Message-ID: > <AANLkTik-Dl2kc7e7mkr4hzSXPhXYn5mZ0Jb2ESBGgZcI@mail.gmail.com> > Content-Type: text/plain > > Hello All, > > Does anyone know how to download historical LIBOR rates of different > currencies into R? > > Or if anyone knows of a website that holds all this data...I only need up to > january of 2000. > > Also, how can we make the row names the index of a plot (the names of the x > values)? > > [[alternative HTML version deleted]] >-- Dr. Marshall Feldman, PhD Director of Research and Academic Affairs Center for Urban Studies and Research The University of Rhode Island [[alternative HTML version deleted]]