exchange.rates {VaR}R Documentation

EUR/USD, USD/JPY, USD/CHF and GPD/USD Exchange Rates

Description

Data on the currencies exchange rates for USD, EUR, CHF, GPD. Data covers a period from 03-01-2000 till 22-08-2003.

Usage

data(exchange.rates)

Format

A data frame with 950 observations on the following 5 variables.

date
a POSIXt object containing dates.
EURUSD
a numeric vector. EUR against USD exchange rate.
USDJPY
a numeric vector. USD against JPY exchange rate.
USDCHF
a numeric vector. USD against CHF exchange rate.
GPDUSD
a numeric vector. GPD against USD exchange rate.

Source

http://www.federalreserve.gov/releases/

Examples

data(exchange.rates)
attach(exchange.rates)
plot(date, USDJPY, xlab = "Time", ylab = "Exchange Rate", main = "USD/JPY Exchange Rate", type = "l")
axis.POSIXct(1, date)
detach(exchange.rates)

[Package VaR version 0.2 Index]