boe 0.4.0

Monetary Policy Report: scenario and hybrid formats

• boe_mpr_forecasts() now parses all three Projections Databank layouts the Bank has published since the Bernanke review of forecasting: the classic format (February 2026 and earlier), the scenario-based “Scenario Projections Databank” (April 2026), and the hybrid workbook introduced with the July 2026 report, which restores the classic central-projection sheets (including GDP level and Bank Rate) and adds a “Quarterly scenarios” section. The format is detected automatically and all three share one output schema.
• New scenario column. Scenario paths (e.g. "Adverse Scenario", "Milder Scenario") are labelled in scenario; central projections carry NA. For hybrid releases a single call returns both the central projections for every publication vintage and the current report’s scenario paths.
• The series argument gains four series published in the scenario sheets from April 2026: "output_gap", "energy_prices", "average_earnings", and "world_export_prices". The default series set is unchanged.
• Series that a release does not publish are skipped with a warning rather than erroring: the scenario-only series are absent from classic releases, and the April 2026 release alone drops "gdp_level" and "bank_rate" (Bank Rate was published as a conditioning assumption). Hybrid releases publish all nine series.
• Automatic release selection now returns the most recent published release of any format, rather than falling back to the most recent classic-format release.

Consumer credit: monthly headline measure

• boe_consumer_credit() now defaults to the headline measure excluding the Student Loans Company (LPMBI2O, LPMVZRJ, LPMB4TS), the series updated every month in the Bank’s Money and Credit release. The previous default series including student loans (LPMVZRI, LPMVZRK) are only updated once a year, when the Student Loans Company publishes its data, so their recent months trailed the headline measure by up to a year (at the time of this release they stopped at March 2026). Levels for "total" and "other" are therefore lower than in previous versions; "credit_card" is identical under both measures.
• New include_student_loans argument restores the previous series selection: boe_consumer_credit(include_student_loans = TRUE).
• The boe_series catalogue now lists both measures (54 series).

Caching

• Statistical database responses now expire after 30 days rather than being cached indefinitely, so BoE revisions eventually reach queries pinned to a fixed date range. Queries whose to date is today are unaffected (they already produced a fresh URL, and so a fresh download, each day). Configurable via options(boe.cache_ttl_h = ); set it to Inf to freeze the cache for a reproducible run.

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.