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EURIBOR interbank lending rates

Source: R/ecb_euribor.R
ecb_euribor.Rd

Returns EURIBOR (Euro Interbank Offered Rate) at one or more tenors. EURIBOR is the benchmark rate at which euro area banks lend to each other, widely used as a reference rate for mortgages, loans, and derivatives.

Usage

ecb_euribor(tenor = "3M", from = NULL, to = NULL, cache = TRUE)

Arguments

tenor

One or more of "1M" (1 month), "3M" (default), "6M", or "12M".

from

Optional start date.

to

Optional end date.

cache

Logical. Use cached data if available (default TRUE).

Value

A data frame with columns:

date

Date.

tenor

Character. EURIBOR maturity.

value

Numeric. Rate in percent per annum.

See also

Other interest rates: ecb_estr(), ecb_policy_rates()

Examples

# \donttest{
op <- options(readecb.cache_dir = tempdir())
try({
  ecb_euribor("3M", from = "2022-01")
  ecb_euribor(c("1M", "3M", "6M", "12M"), from = "2024-01")
})
#> ℹ Fetching EURIBOR data
#> ✖ Fetching EURIBOR data [30.2s]
#> 
#> Error in ecb_fetch("FM", key, from = from, to = to, cache = cache) : 
#>   The ECB Data Portal returned a web page rather than data (HTTP 504).
#> ℹ This usually means the service is temporarily unavailable or under
#>   maintenance, rather than that the query is wrong.
#> ℹ Dataflow "FM", key "M.U2.EUR.RT.MM.EURIBOR3MD_.HSTA".
options(op)
# }