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>.

Version: 0.1.0
Depends: R (≥ 4.1.0)
Imports: httr2 (≥ 1.0.0), readxl (≥ 1.4.0), tibble (≥ 3.2.0), xml2 (≥ 1.3.0)
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0), withr
Published: 2026-05-14
DOI: 10.32614/CRAN.package.solvency2rfr (may not be active yet)
Author: Jan-Hendrik Weinert ORCID iD [aut, cre]
Maintainer: Jan-Hendrik Weinert <janhendrikweinert at gmail.com>
BugReports: https://github.com/JanWein/solvency2rfr/issues
License: MIT + file LICENSE
URL: https://github.com/JanWein/solvency2rfr
NeedsCompilation: no
Language: en-US
Materials: NEWS
CRAN checks: solvency2rfr results

Documentation:

Reference manual: solvency2rfr.html , solvency2rfr.pdf

Downloads:

Package source: solvency2rfr_0.1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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