[R-SIG-Finance] Comparing time and getting historical interest rates

Corey Gallon corey at coreygallon.com
Tue Jul 6 23:09:23 CEST 2010

Re question #1, per the posting guidelines please submit sample code highlighting your issue.  Re question #2, ?fImport::fredSeries or ?fImport::fredImport ought to provide some clarity.



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-----Original Message-----
From: Aaditya Nanduri <aaditya.nanduri at gmail.com>
Sender: <r-sig-finance-bounces at stat.math.ethz.ch>
Date: Tue, 6 Jul 2010 16:31:59 
To: R-Finance<r-sig-finance at stat.math.ethz.ch>
Subject: [R-SIG-Finance] Comparing time and getting historical interest rates

Hello All,

Question 1 : How can we compare two time variables?

What I want to do is check to see if its 12:00 am and if it is, request fx
data from oanda and append the day's close to the csv file that I have.
So far, I cant even convert a variable using the strptime(). I keep getting
NA as the result.

Question 2 : Is there a way to get historical interest rate data?

Earlier, I asked how to get currency data and Wolfgang showed me a loop to
get 2500 days of data. I then modified it to fit my requirements and it has
worked without a hitch (Thank you Wolfgang).

However, I also need the interest rate data for my assignment (FX carry) and
I havent found any sources besides fxstreet (from whom I am searching for a
way to download the data).
Are there any other sources for this? Possibly automated (on the lines of
getFX() or getSymbols() )?

Aaditya Nanduri

On a side note, I think I am relying too much on the mailing list. You guys
are very helpful and I am very grateful but I feel like Im not putting in
enough effort. Have to mend my ways now...cant be too reliant on you guys.

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