[R-SIG-Finance] Congrats!RE: Reading the GSW spot rates from fed 2006 website
n.manganaro at alum.mit.edu
Mon Oct 12 17:07:11 CEST 2015
Alternatively, the US Treasury H-15 rates are available for automated download from the Fed's website, with a few days' delay. You can download a long historical dataset from the following:
and update the latest using a link at the following site:
Information about setting that up are at: http://www.federalreserve.gov/datadownload/help/default.htm#systems
From: R-SIG-Finance [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of G See
Sent: Sunday, October 11, 2015 9:18 PM
To: Mahmoud Shammaa <mshammaa at uchicago.edu>
Cc: r-sig-finance <r-sig-finance at r-project.org>
Subject: Re: [R-SIG-Finance] Reading the GSW spot rates from fed 2006 website
It might be easier to work with the .xls file that you can download from a link on this page:
hope it helps,
On Sun, Oct 11, 2015 at 5:02 PM, Mahmoud Shammaa <mshammaa at uchicago.edu> wrote:
> Does anyone have any tips or suggestions regarding reading the rates
> that Gurkaynak, Sack and Wright are updating on this website:
> ml While I know how to scrape an html page the issue is that they have
> the pages going from oldest to newest so It is not easily apparent
> where the latest data is:
> As of right now it is on page 29...
> the problem is that this will change
> What is even more frustrating that if you go to
> tml data exists but it is not clear in what sequence ... it seems to
> be draft data..
> So I am not sure if anyone on this list has recommendations regarding
> unruly webpages ..
> Mido Shammaa
> [[alternative HTML version deleted]]
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