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.