bbk is minimal R client for the following APIs:
InstallationIn the future, it may be extended to other central banks and financial institutions. Feel free to open an issue if you have a specific request.
You can install the released version of bbk from CRAN with:
And the development version from GitHub with:
# install.packages("pak")
pak::pak("m-muecke/bbk")
Usage
bbk functions are prefixed with either bbk_
or ecb_
depending on the origin of the data and follow the naming convention of the APIs. The usual workflow would be to search for the time series key on the ECB Portal or Bundesbank website and then use it to retrieve the data.
library(bbk)
# fetch 10 year daily yield curve
yield_curve <- bbk_data(
flow = "BBSIS",
key = "D.I.ZAR.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A",
start_period = "2020-01-01"
)
#> [1] "data/BBSIS/D.I.ZAR.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A"
str(yield_curve)
#> Classes 'data.table' and 'data.frame': 1296 obs. of 25 variables:
#> $ date : Date, format: "2020-01-02" "2020-01-03" ...
#> $ key : chr "BBSIS.D.I.ZAR.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z."..
#> $ value : num -0.16 -0.27 -0.27 -0.27 -0.27 -0.22 -0.2 -0.19 -0.17 -..
#> $ title : chr "Yields, derived from the term structure of interest "..
#> $ freq : chr "daily" "daily" "daily" "daily" ...
#> $ bearer_reg : chr "I" "I" "I" "I" ...
#> $ item : chr "ZAR" "ZAR" "ZAR" "ZAR" ...
#> $ valuation : chr "ZI" "ZI" "ZI" "ZI" ...
#> $ currency : chr "EUR" "EUR" "EUR" "EUR" ...
#> $ issuer_class : chr "S1311" "S1311" "S1311" "S1311" ...
#> $ listed_sub : chr "B" "B" "B" "B" ...
#> $ security_class: chr "A604" "A604" "A604" "A604" ...
#> $ maturity : chr "R10XX" "R10XX" "R10XX" "R10XX" ...
#> $ interest_type : chr "R" "R" "R" "R" ...
#> $ interest_rate : chr "A" "A" "A" "A" ...
#> $ redemption : chr "A" "A" "A" "A" ...
#> $ certificate : chr "_Z" "_Z" "_Z" "_Z" ...
#> $ coverage : chr "_Z" "_Z" "_Z" "_Z" ...
#> $ rating : chr "A" "A" "A" "A" ...
#> $ time_format : chr "P1D" "P1D" "P1D" "P1D" ...
#> $ decimals : int 2 2 2 2 2 2 2 2 2 2 ...
#> $ unit : chr "PROZENT" "PROZENT" "PROZENT" "PROZENT" ...
#> $ unit_mult : chr "0" "0" "0" "0" ...
#> $ category : chr "GKZR" "GKZR" "GKZR" "GKZR" ...
#> $ unit_eng : chr "percent" "percent" "percent" "percent" ...
#> - attr(*, ".internal.selfref")=<externalptr>
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