Extract indicative CNY/MYR forward prices for trade settlement and RMB deposit acceptance rates from the BNM API as a tidy tibble.
Examples
if (FALSE) get_renminbi(type = "dar")
get_renminbi(type = "fx_forward")
#> # A tibble: 8 × 4
#> date period buying selling
#> <chr> <chr> <dbl> <dbl>
#> 1 2020-12-29 spot 0.620 0.620
#> 2 2020-12-29 2_weeks -9.6 -9
#> 3 2020-12-29 1_month -10.1 -8.5
#> 4 2020-12-29 2_months -18.9 -16.6
#> 5 2020-12-29 3_months -22.2 -19.8
#> 6 2020-12-29 4_months -29.5 -24.3
#> 7 2020-12-29 5_months -37.5 -29.3
#> 8 2020-12-29 6_months -41.3 -38.1