FXGBP.RAW.df {QRMlib} | R Documentation |
The FXGBP.RAW.df
dataframe provides daily exchange rates for major
currencies (dollar, yen, euro, Swiss franc) against
the British pound for the period January 1987 through March 2004
data(FXGBP.RAW.df)
This dataframe contains the following 5 columns:
DATE | the date for the corresponding rates |
GBP.USD | exchange rate against U.S. dollar |
GBP.EUR | exchange rate against Euro |
GBP.JYN | exchange rate against Japanese yen |
GBP.CHF | exchange rate against Swiss Frank |
There are 4360 rows with daily rates from 1987 to 2004. The dataframe can be converted to a timeSeries by calling the ConvertDFToTimeSeries() method in functionsUtility.R.