Packaged Data ¶
Various data is contained internally in the
tests/test_kit/data
folder.
Libor Rates ¶
The libor rates for 1 month USD can be updated by downloading the CSV data from https://fred.stlouisfed.org/series/USD1MTD156N .
Ensure you select
Max
for the time window.
Short Term Interest Rates ¶
The interbank short term interest rates can be updated by downloading the CSV data at https://data.oecd.org/interest/short-term-interest-rates.htm .
Economic Events ¶
The economic events can be updated from downloading the CSV data from fxstreet https://www.fxstreet.com/economic-calendar .
Ensure timezone is set to GMT.
A maximum 3 month range can be filtered and so yearly quarters must be downloaded manually and stitched together into a single CSV. Use the calendar icon to filter the data in the following way;
-
01/01/xx - 31/03/xx
-
01/04/xx - 30/06/xx
-
01/07/xx - 30/09/xx
-
01/10/xx - 31/12/xx
Download each CSV.