Synthetic monthly reference rate series

A smooth annualized reference rate by month from 2019-01 to 2026-06, falling to two percent in 2020-2021 and rising above thirteen percent in 2022-2023, used by scr_workout() as the rate at the default date.

Usage

scr_demo_rates

Format

A data.frame with 90 rows and 2 columns:

date

First day of the month.

rate

Annual reference rate as a decimal.

Source

Synthetic. Generated by data-raw/scr_demo_lgd.R, seed 20260904, in the package source repository https://github.com/evandeilton/scorecraft.

See also

Other data: scr_demo, scr_demo_ead, scr_demo_lgd, scr_demo_lgd_cashflows, scr_demo_panel, scr_demo_portfolio

Examples

range(scr_demo_rates$rate)
#> [1] 0.0189 0.1385