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Comparing time and getting historical interest rates

Try ?fImport::Oanda for an automated solution.



* Sent from my BlackBerry handheld device

-----Original Message-----
From: Marc Delvaux <mdelvaux at gmail.com>
Date: Tue, 6 Jul 2010 14:47:29 
To: <corey at coreygallon.com>; Aaditya Nanduri<aaditya.nanduri at gmail.com>; <r-sig-finance-bounces at stat.math.ethz.ch>; R-Finance<r-sig-finance at stat.math.ethz.ch>
Reply-To: <mdelvaux at gmail.com>
Subject: Re: [R-SIG-Finance] Comparing time and getting historical interest 
	rates

For the specific case of cost of carry in FX, you might want to also
check oanda, that would provide you with real rates available from a
FX broker.  There is no automatic way to extract them that I know of,
but it is not difficult to extract them from the information provided
at http://fxtrade.oanda.com/tools/statistical_information/oanda_interest_rates,
just cut and paste the interest table in a spreadsheet.  I have some
python code automating some but not all the processing if you are
interested, with the ultimate result a list of interest rates in a
file compatible with xts for R processing.

The cost of carry for a pair will be given by the difference between
ask and bid interest rates for the two components of the pair as
defined in http://fxtrade.oanda.com/forex_trading/oanda_trading_practices/feature_trade_interest.
 This would be especially interesting if you want retail rates, other
sources will generally be for institutional rates.
On Tue, Jul 6, 2010 at 2:09 PM, Corey Gallon <corey at coreygallon.com> wrote:
Message-ID: <1258537704-1278454024-cardhu_decombobulator_blackberry.rim.net-1861136053-@bda108.bisx.prod.on.blackberry>
In-Reply-To: <AANLkTinjKEGaM0pZykfrdV18PG3KQR46IU-9h6R62Fhh@mail.gmail.com>