boe 0.3.0
Yield curves:
historical archive and panel helper
boe_curve() gains from, to,
frequency, and cache_ttl_h arguments. Setting
any of from / to, or
frequency = "monthly", routes the request through the BoE
archive zips, which extend back to ~1979 for nominal gilts, ~1985 for
real, ~2000 for the commercial bank liability curve, and ~2009 for OIS.
Default behaviour (from = NULL, to = NULL,
frequency = "daily") is unchanged: the function still
returns the latest published month from the
latest-yield-curve-data.zip endpoint.
boe_curve() gains a fifth curve type,
"blc" (commercial bank liability curve). BLC is only
published in the historical archive zip, so requests for it always route
through the archive path regardless of from /
to.
- New
boe_curve_panel(curve, measure, frequency, from, to, maturities):
wide-format wrapper that returns one row per date and one numeric column
per pillar maturity. The default pillar set is
c(0.5, 1, 2, 5, 10, 20), which aligns exactly with the BoE
half-year grid. Pillars outside a curve’s published range trigger a
warning and are dropped.
boe_curve() and boe_curve_panel() gain a
segment argument. segment = "short" returns
the separately fitted short end of the curve (monthly maturity steps
from one month out to five years) for every curve type;
segment = "standard" (the default) is unchanged. Short-end
history extends as far back as the Bank published it (to 1979 for
nominal gilts, later for OIS); periods with no short-end sheet are
skipped rather than erroring. The panel’s default pillars become
c(0.5, 1, 2, 3, 5) when
segment = "short".
boe_curve_panel() now keeps pillar column labels
aligned with the maturities they match when an off-grid pillar is
dropped; previously a dropped pillar could shift the labels so a
surviving column carried the wrong name.
- Provenance:
boe_tbl queries from
boe_curve() now record source = "latest" or
"archive" and the source_url so the data
carries its own audit trail.
- Internal: archive zips cache for 30 days (vs. 24 hours for the
latest-month zip); per-period workbooks within an archive are
concatenated transparently, with content-based maturity-row detection
for older layouts.
Fixes: Monetary
Policy Report release resolution
boe_mpr_forecasts() no longer fails with an HTTP 404
when the latest scheduled release does not exist at the guessed URL. The
Bank’s publication month drifts between years (the second 2026 report
was published in April, not May), and the data archive filename changed
from chart-slides-and-data to
charts-slides-and-data during 2025. Release selection now
enumerates recent months, verifies each archive exists with a
lightweight request, and handles both filename variants, instead of
assuming a fixed February / May / August / November calendar.
- From the April 2026 report the Bank moved to a scenario-based
“Scenario Projections Databank” with a transposed layout, which this
function cannot parse yet. Automatic selection now skips such releases,
falls back to the most recent compatible release, and warns. Requesting
a scenario-format release explicitly via
month /
year raises a clear error rather than a parsing failure.
Full support for the scenario format is planned for a future
release.
boe 0.2.0
New: monetary policy data
- New
boe_mpc_decisions(from, to): history of MPC
rate-change events derived from the daily Bank Rate series. Returns
date, new rate, previous rate, change in basis points, and
direction.
- New
boe_mpc_votes(): full MPC voting record from June
1997, parsed from BoE’s published mpcvoting.xlsx. Long
format with one row per (meeting, member) including a
dissent flag.
- New
boe_mpr_forecasts(series, month, year): Monetary
Policy Report forecast paths for CPI inflation, GDP growth, GDP level,
unemployment, and Bank Rate. Parses the Projections Databank workbook
from the per-release MPR zip. Defaults to the latest published quarterly
release; older releases are accessible via month /
year (post-2025 format only).
New: search and discovery
- New
boe_series exported dataset: a 52-row catalogue of
every BoE series wrapped by the package, with code, title, category,
frequency, unit, start date, and seasonal-adjustment flag.
- New
boe_search(query, category, frequency): keyword +
filter search over boe_series. Case-insensitive substring
match against title and code.
- New
boe_browse(category, frequency): filter-only view
of boe_series. Equivalent to boe_search() with
no keyword.
New: yield-curve depth
(Anderson-Sleath)
- New
boe_curve(curve, measure): full Anderson-Sleath
fitted yield curves at all maturities (typically 0.5 to 25 or 40 years),
covering nominal gilt, real gilt, implied inflation, and OIS curves.
Both spot and forward measures available where published. Latest month
of daily data; archive coverage planned.
- References Anderson and Sleath (2001, BoE Working Paper 126).
- Adds readxl to Suggests (used only by
boe_curve(); lazily required at call time).
New: cache helpers
- New
boe_cache_info(): report cache directory, file
count, total size, and modification timestamp range. Companion to
clear_cache().
Provenance
- New
boe_tbl S3 class. All boe_*()
functions now return data frames carrying provenance metadata (series
codes, date range, frequency, function called, fetch timestamp).
Subclasses data.frame so downstream operations are
unaffected.
- New
print.boe_tbl() method shows a one-line provenance
header above the data frame body, mirroring the fred_tbl
pattern in the fred package.
boe 0.1.2
- Removed non-existent pkgdown URL from DESCRIPTION.
boe 0.1.1
- Examples now cache to
tempdir() instead of the user’s
home directory, fixing CRAN policy compliance for \donttest
examples.
- Cache directory is now configurable via
options(boe.cache_dir = ...).
boe 0.1.0
- Initial release.
boe_get(): fetch any series by code from the BoE
Statistical Database.
boe_bank_rate(): Bank Rate history (daily or monthly,
from 1975).
boe_sonia(): SONIA interest rate (daily, monthly, or
annual, from 1997).
boe_yield_curve(): nominal and real gilt yields at 5yr,
10yr, 20yr maturities (from 1985/1993).
boe_exchange_rate(): daily sterling exchange rates for
27 currencies (from 1975).
list_exchange_rates(): catalogue of available currency
codes.
boe_mortgage_rates(): quoted mortgage rates
(2yr/3yr/5yr fixed, SVR, from 1995).
boe_mortgage_approvals(): monthly mortgage approvals
for house purchase (from 1993).
boe_consumer_credit(): consumer credit outstanding by
type (from 1993).
boe_money_supply(): M4 broad money amounts outstanding
(from 1982).
clear_cache(): delete locally cached data files.