[R] Historical Libor Rates

Tue Jul 20 21:16:53 CEST 2010

Hi AAditya,

I really wasn't trying to be rude. Sarcastic, yes. Rude, no.

The list is frequented by people ranging from leading statistics 
professors to students looking for someone to do their homework for 
them. I only receive the digest form of the r-help list and saw that 
someone had already answered you by telling you to post your question on 
another list. I thought the LIBOR must be online and did a quick search 
for it, immediately finding the link I sent you. But I thought you might 
be looking for it in a format other than a web page, such as a cvs file 
for download. In other words, I actually thought you had either not 
searched for the data yourself or didn't know how to read a web page 
into R. Rather than let stand the suggestion you take your question to 
another list, I thought I could be more helpful by directing you to a 
data source and giving you the lead on how to read it into R. On the 
chance you had not searched for it yourself, I included the sarcastic humor.

Frankly, I didn't even look to see if the web page had the overnight 
LIBOR but probably should have, because I'm familiar with the LIBOR for 
my own work. ("Probably" because some purposes are better served by data 
covering longer intervals.)

As a general rule, besides being explicit, it's always a good idea to 
tell others on a help list what one has already tried, so they don't do 
unnecessary, duplicate work in their efforts to help. Had you said you'd 
tried searching with Google, I would not have had the opening for 
sarcasm (which I couldn't resist), and you probably would have realized 
you needed to mention the overnight rate in your post.

I appreciate you saying that you should have been more explicit, and I 
hope you'll accept my explanation and apology. I was genuinely trying to 
be helpful yet funny, believing you may not have done the search 
yourself. If you had done the search, then I thought you would either 
just blush and realize you should have been more explicit about a 
missing detail or appreciate that someone had told you how to read the 
web page data into R. I certainly did not intend to offend.

Hopefully this clears the air.

Best wishes,
Marsh Feldman

On 7/20/2010 10:16 AM, Aaditya Nanduri wrote:
> Mr. Feldman,
>
> I would love nothing more than to reply to your wonderful email with 
> just as much sarcasm.
>
> However, the fault lies with my question; I should have been more 
> explicit.
>
> It should have been phrased : Where can I find historical OVERNIGHT 
> LIBOR rates?
>
> And surprisingly, we both use the great tool, "Google". What a 
> wonderful coincidence.
> Via Google, I found this : http://www.econstats.com/r/rlib__d13.htm
> However, this site has a lot of missing points and I was really hoping 
> for a complete set of data.
>
> But, in all honesty, try to be a little less rude next time.
> I've been looking for a good source for a while now and the mailing 
> lists are usually my last resort.
>
>
> On Tue, Jul 20, 2010 at 6:58 AM, Marshall Feldman <marsh at uri.edu 
> <mailto:marsh at uri.edu>> wrote:
>
>     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 at r-project.org
>     <mailto:r-help-request at r-project.org> wrote:
>     > Date: Mon, 19 Jul 2010 15:21:01 -0400
>     > From: Aaditya Nanduri<aaditya.nanduri at gmail.com
>     <mailto:aaditya.nanduri at gmail.com>>
>     > To:r-help at r-project.org <mailto:To%3Ar-help at r-project.org>
>     > Subject: [R] Historical Libor Rates
>     > Message-ID:
>     > <AANLkTik-Dl2kc7e7mkr4hzSXPhXYn5mZ0Jb2ESBGgZcI at mail.gmail.com
>     <mailto:AANLkTik-Dl2kc7e7mkr4hzSXPhXYn5mZ0Jb2ESBGgZcI at 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]]
>
>     ______________________________________________
>     R-help at r-project.org <mailto:R-help at 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.
>
>
>
>
> -- 
> Aaditya Nanduri
> aaditya.nanduri at gmail.com <mailto:aaditya.nanduri at gmail.com>
> (908) 380-4560
>

-- 
Dr. Marshall Feldman, PhD
Director of Research and Academic Affairs
CUSR Logo
Center for Urban Studies and Research 
<http://www.uri.edu/prov/research/urbanstudies.html>
The University of Rhode Island <http://www.uri.edu>