qis.load_fx_rates_data¶

qis.load_fx_rates_data(local_path, file_name='fx_hedging_data')[source]¶

read FX spots and domestic short rates from the saved CSV pair.

Applies one in-memory correction: historical files stored GBp as a copy of GBP, where the correct relationship is GBp = 0.01 * GBP. A file carrying the stale mapping is healed on load, so callers always see the corrected series; rerunning create_fx_rates_data persists the fix.

Parameters:

local_path (str) – directory holding the CSV files
file_name (str) – base file name; the spots and rates are stored under keys of it

Returns:

the spots and the domestic rates, in that order

Return type:

Tuple[DataFrame, DataFrame]