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solvency2rfr  

'EIOPA' Risk-Free Interest Rate Term Structures for Solvency II
View on CRAN: Click here


Download and install solvency2rfr package within the R console
Install from CRAN:
install.packages("solvency2rfr")

Install from Github:
library("remotes")
install_github("cran/solvency2rfr")

Install by package version:
library("remotes")
install_version("solvency2rfr", "0.1.0")



Attach the package and use:
library("solvency2rfr")
Maintained by
Jan-Hendrik Weinert
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-05-14
Latest Update: 2026-05-14
Description:
Downloads and parses the risk-free interest rate ('RFR') term structures published monthly by the European Insurance and Occupational Pensions Authority ('EIOPA') for Solvency II calculations. Provides a tidy data frame interface to the data, accessed via the official 'EIOPA' feed at <https://www.eiopa.europa.eu/feed/53/rss_en>.
How to cite:
Jan-Hendrik Weinert (2026). solvency2rfr: 'EIOPA' Risk-Free Interest Rate Term Structures for Solvency II. R package version 0.1.0, https://cran.r-project.org/web/packages/solvency2rfr. Accessed 04 Oct. 2026.
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