Description
Client for US Treasury XML Feed and Published Data.
Description
Download daily interest rates from the US Treasury XML feed. Leveraging <https://home.treasury.gov/treasury-daily-interest-rate-xml-feed>, this package serves as a wrapper, facilitating the retrieval of daily treasury rates across various categories, including par yield curves, treasury bills, long-term rates, and real yield curves.
README.md
treasury
Overview
The goal of treasury is to provide a simple and modern interface to the US treasury XML feed for daily interest rates.
Installation
You can install the released version of treasury from CRAN with:
install.packages("treasury")
And the development version from GitHub with:
# install.packages("pak")
pak::pak("m-muecke/treasury")
Usage
treasury functions are prefixed with tr_ and follow the naming convention of the XML feed.
library(treasury)
yield_curve <- tr_yield_curve(2023)
yield_curve
#> # A tibble: 3,250 × 3
#> date maturity rate
#> <date> <chr> <dbl>
#> 1 2023-01-03 1 month 4.17
#> 2 2023-01-03 2 month 4.42
#> 3 2023-01-03 3 month 4.53
#> 4 2023-01-03 4 month 4.7
#> 5 2023-01-03 6 month 4.77
#> # ℹ 3,245 more rows
