'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>.


Reference manual

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install.packages("solvency2rfr")

0.1.0 by Jan-Hendrik Weinert, 5 months ago


https://github.com/JanWein/solvency2rfr


Report a bug at https://github.com/JanWein/solvency2rfr/issues


Browse source code at https://github.com/cran/solvency2rfr


Authors: Jan-Hendrik Weinert [aut, cre] (ORCID:


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports httr2, readxl, tibble, xml2

Suggests knitr, rmarkdown, testthat, withr


See at CRAN