Package 'eiopaR'

Title: Access to RFR (Risk-Free Rate) Curves Produced by the EIOPA
Description: Provides EIOPA (European Insurance And Occupational Pensions Authority) risk-free rates. Please note that the author of this package is not affiliated with EIOPA. The data is accessed through a REST API available at <https://mehdiechchelh.com/api/>.
Authors: Mehdi Echchelh [aut, cre]
Maintainer: Mehdi Echchelh <[email protected]>
License: MIT + file LICENSE
Version: 0.1.1
Built: 2025-02-03 03:08:36 UTC
Source: https://github.com/mehdichelh/eiopar

Help Index

Base URL to the API.

Description

Base URL to the API.

Usage

API_BASE_URL()

Value

A string: the base URL to the API.

This function is a helper to make get requests to the API.

Description

This function is a helper to make get requests to the API.

Usage

api_get(path)

Arguments

path

the path to an endpoint of the API

Value

A list of class "eiopaR_api". It has at least the following components:

content

the JSON content parsed to a list.

path

the path to the requested endpoint.

response

the raw response.

Options available

Description

Returns the available options for a specific field.

Usage

get_options(field)

Arguments

field

a string like "region", "year" or "month"

Value

A vector of type "character": the list of the available options for field.

Examples

## Not run: 
get_options("region")

## End(Not run)

Query EIOPA risk-free rate (RFR).

Description

This function query and returns the EIOPA risk-free interest rate term structures from an API.

Note: this function is getting the data from an API. Your IP can be temporary or permanently blocked if too many queries are executed.

For optimal performance, we recommend to limit the number of calls to this function.

EIOPA website : https://www.eiopa.europa.eu/tools-and-data/risk-free-interest-rate-term-structures_en

Usage

get_rfr(
  type = options_rfr_types(),
  region,
  year = NULL,
  month = NULL,
  format = c("data.frame")
)

Arguments

type

the type of the risk-free rate, see options_rfr_types() for the different options (examples: "with_va", "no_va").
region

the region to query (examples: "FR". see get_options("region")).
year

the year of the RFR.
month

the month of the RFR.
format

the format for the output data. Currently the only option is "data.frame".

Value

A list of class "eiopa_rfr", with components:

data

a data.frame containing the risk-free rate curves.

metadata

a data.frame containing metadata about the risk-free rate curves.

See Also

get_rfr_with_va, get_rfr_no_va

Examples

## Not run: 
get_rfr("with_va", "FR", 2019, 12)
get_rfr("no_va", "FR", c(2016, 2019), 12)

## End(Not run)

Query EIOPA RFR without volatility adjustment

Description

This function query and returns the EIOPA risk-free interest rate term structures from an API.

Note: this function is getting the data from an API. Your IP can be temporary or permanently blocked if too many queries are executed.

For optimal performance, we recommend to limit the number of calls to this function.

EIOPA website : https://www.eiopa.europa.eu/tools-and-data/risk-free-interest-rate-term-structures_en

Usage

get_rfr_no_va(region, year = NULL, month = NULL, format = c("data.frame"))

Arguments

region

the region to query (examples: "FR". see get_options("region")).
year

the year of the RFR.
month

the month of the RFR.
format

the format for the output data. Currently the only option is "data.frame".

Value

A list of class "eiopa_rfr", with at least the following components:

data

a data.frame containing the risk-free rate curves.

metadata

a data.frame containing metadata about the risk-free rate curves.

See Also

get_rfr, get_rfr_with_va

Examples

## Not run: 
get_rfr_no_va("FR", 2019, 12)
get_rfr_no_va("BE", 2020, 11)

## End(Not run)

Query EIOPA RFR with volatility adjustment.

Description

This function query and returns the EIOPA risk-free interest rate term structures from an API.

Note: this function is getting the data from an API. Your IP can be temporary or permanently blocked if too many queries are executed.

For optimal performance, we recommend to limit the number of calls to this function.

EIOPA website : https://www.eiopa.europa.eu/tools-and-data/risk-free-interest-rate-term-structures_en

Usage

get_rfr_with_va(region, year = NULL, month = NULL, format = c("data.frame"))

Arguments

region

the region to query (examples: "FR". see get_options("region")).
year

the year of the RFR.
month

the month of the RFR.
format

the format for the output data. Currently the only option is "data.frame".

Value

A list of class "eiopa_rfr", with components:

data

a data.frame containing the risk-free rate curves.

metadata

a data.frame containing metadata about the risk-free rate curves.

See Also

get_rfr, get_rfr_no_va

Examples

## Not run: 
get_rfr_with_va("FR", 2019, 12)
get_rfr_with_va("BE", 2020, 11)

## End(Not run)

Available curves

Description

This function returns a list of the available options for the risk-free-rates curves. (see argument "type" for get_rfr)

Usage

options_rfr_types()

Value

vector of strings: the different options available.

See Also

get_rfr

Examples

options_rfr_types()

Parse the risk free rates API response

Description

This function is used to parse data received from the API to various formats.

Usage

parse_rfr(resp, format)

Arguments

resp

A response from the API (status 200, type/JSON). The response should have a "data" keyword with the value of an array containing the risk free rates.
format

One of the output format ("data.frame" is currently the only option).

Value

A list of class "eiopa_rfr", with at least the following components:

data

a data.frame containing the risk-free rate curves.

metadata

a data.frame containing metadata about the risk-free rate curves.

Parse the risk free rates API response into a dataframe

Description

This function is used to parse data received from the API into data.frame.

Usage

parse_rfr_to_df(resp)

Arguments

resp

A response from the API (status 200, type/JSON). The response should have a "data" keyword with the value of an array containing the risk free rates.

Value

A list of class "eiopa_rfr", with at least the following components:

data

a data.frame containing the risk-free rate curves.

metadata

a data.frame containing metadata about the risk-free rate curves.

Build path to the options endpoint.

Description

Build path to the options endpoint.

Usage

PATH_GET_OPTIONS(field)

Arguments

field

the field name for the endpoint giving the available options

Value

A string: the path to the options endpoint.

Build path to the RFR (risk-free rate) endpoint.

Description

Build path to the RFR (risk-free rate) endpoint.

Usage

PATH_GET_RFR(type, region, params)

Arguments

type

one of the types available by the API (see options_rfr_types())
region

one of the regions available by the API (see get_options("region"))
params

additional GET parameters

Value

A string: the path to the RFR endpoint.

Print eiopa_rfr object

Description

Print eiopa_rfr object in a readable format

Usage

## S3 method for class 'eiopa_rfr'
print(x, ...)

Arguments

x

a response from the API
...

further arguments passed to or from other methods.

Value

An instance of class "eiopa_rfr". It is a list with at least the following components:

data

a data.frame containing the risk-free rate curves.

metadata

a data.frame containing metadata about the risk-free rate curves.

Examples

## Not run: 
resp <- get_rfr_with_va("FR", 2019, 11)
print(resp)

## End(Not run)

Wrapper for GET requests

Description

Wrapper for GET requests

Usage

try_GET(x, ...)

Arguments

x

the url to request
...

additional parameters passed to the GET function.

Value

The result of the GET request.