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

Related work

• ustyc - R package to download and parse the US Treasury yield curve data
• ustfd - R client for US Treasury Fiscal Data API