Skip to contents

Changelog

Source: NEWS.md

treasury (development version)

treasury 0.6.0

CRAN release: 2026-07-11

  • The daily interest rate functions now include an updated_at column with the feed’s last update time.
  • The daily interest rate functions now reject an invalid date, such as a month outside 01-12, with an informative error instead of silently returning no data.
  • tr_bill_rate() now includes maturity_date and cusip columns identifying the bill quoted for each maturity tranche.
  • tr_curve_rate(), tr_par_yield(), and tr_forward_rate() now parse dates correctly regardless of the session’s locale (previously failed under non-English locales).
  • tr_long_term_rate() now includes an extrapolation_factor column with the adjustment factor used to estimate 30-year rates between 2002 and 2006 (NA outside of that period).
  • tr_yield_curve() now correctly labels the 1.5-month maturity (previously shown as 1 _5month).

treasury 0.5.0

CRAN release: 2026-03-21

  • Add optional caching of API responses via options(treasury.cache = TRUE). Cached responses are stored for 1 day by default and can be customized with options(treasury.cache_max_age = seconds). Use tr_cache_dir() to find the cache location and tr_cache_clear() to clear it.

treasury 0.4.0

CRAN release: 2025-08-26

treasury 0.3.0

CRAN release: 2025-07-10

  • Migration to data.table package. Internal data manipulation is now done using data.table and all functions return data.table objects.

treasury 0.2.0

CRAN release: 2024-07-05

  • Better documentation.
  • Support for Treasury High Quality Market (HQM) Corporate Bond Yield Curve data.
  • Support for Treasury Nominal Coupon-Issue (TNC) Yield Curve data.
  • Support for Treasury Real Coupon-Issue (TRC) Yield Curve data.
  • Support for Treasury Breakeven Inflation Curve (TBI curve) data.

treasury 0.1.0

CRAN release: 2024-03-22

  • Initial CRAN submission.