solvency2rfr
'EIOPA' Risk-Free Interest Rate Term Structures for Solvency II
Downloads and parses the risk-free interest rate ('RFR') term structures published monthly by the European Insurance and Occupational Pensions Authority ('EIOPA') for Solvency II calculations. Provides a tidy data frame interface to the data, accessed via the official 'EIOPA' feed at <https://www.eiopa.europa.eu/feed/53/rss_en>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | solvency2rfr_0.1.0.tar.gz |
30.4 KiB |
0.1.0 |
rolling linux/noble R-4.5 | solvency2rfr_0.1.0.tar.gz |
30.3 KiB |
0.1.0 |
rolling source/ R- | solvency2rfr_0.1.0.tar.gz |
13.0 KiB |
0.1.0 |
latest linux/jammy R-4.5 | solvency2rfr_0.1.0.tar.gz |
30.4 KiB |
0.1.0 |
latest linux/noble R-4.5 | solvency2rfr_0.1.0.tar.gz |
30.3 KiB |
0.1.0 |
latest source/ R- | solvency2rfr_0.1.0.tar.gz |
13.0 KiB |
0.1.0 |
2026-04-23 source/ R- | solvency2rfr_0.1.0.tar.gz |
0 B |