This function allows you to obtain daily interbank swap volume by tenure from the BNM API.
Examples
get_interbank_swap()
#> # A tibble: 1 × 11
#> date overn…¹ 1_wee…² 2_wee…³ 1_mon…⁴ 2_mon…⁵ 3_mon…⁶ 6_mon…⁷ 9_mon…⁸ 12_mo…⁹
#> <chr> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <int> <int> <int>
#> 1 2022-… 3159. 189. 90.6 78.6 70.8 349. 60 0 0
#> # … with 1 more variable: more_1_year <int>, and abbreviated variable names
#> # ¹overnight, ²`1_week`, ³`2_week`, ⁴`1_month`, ⁵`2_month`, ⁶`3_month`,
#> # ⁷`6_month`, ⁸`9_month`, ⁹`12_month`