Daily treasury real long-term rate averages

The Long-Term Real Rate Average is the unweighted average of bid real yields on all outstanding TIPS with remaining maturities of more than 10 years and is intended as a proxy for long-term real rates.

Usage

tr_real_long_term(date = NULL)

Source

https://home.treasury.gov/treasury-daily-interest-rate-xml-feed

Arguments

date

(character(1) | numeric(1)) date in format yyyy or yyyymm. If NULL, all data is returned. Default NULL.

Value

A data.table() containing the rates or NULL when no entries were found.

See also

Other interest rate: tr_bill_rates(), tr_long_term_rate(), tr_real_yield_curve(), tr_yield_curve()

Examples

# \donttest{
# get data for a single month
tr_real_long_term("202201")
#>           date  rate
#>         <Date> <num>
#>  1: 2022-01-03 -0.43
#>  2: 2022-01-04 -0.35
#>  3: 2022-01-05 -0.27
#>  4: 2022-01-06 -0.21
#>  5: 2022-01-07 -0.22
#>  6: 2022-01-10 -0.21
#>  7: 2022-01-11 -0.29
#>  8: 2022-01-12 -0.23
#>  9: 2022-01-13 -0.23
#> 10: 2022-01-14 -0.16
#> 11: 2022-01-18 -0.12
#> 12: 2022-01-19 -0.11
#> 13: 2022-01-20 -0.10
#> 14: 2022-01-21 -0.18
#> 15: 2022-01-24 -0.19
#> 16: 2022-01-25 -0.16
#> 17: 2022-01-26 -0.10
#> 18: 2022-01-27 -0.17
#> 19: 2022-01-28 -0.21
#> 20: 2022-01-31 -0.19
#>           date  rate
# or for the entire year
tr_real_long_term(2022)
#>            date  rate
#>          <Date> <num>
#>   1: 2022-01-03 -0.43
#>   2: 2022-01-04 -0.35
#>   3: 2022-01-05 -0.27
#>   4: 2022-01-06 -0.21
#>   5: 2022-01-07 -0.22
#>  ---                 
#> 245: 2022-12-23  1.72
#> 246: 2022-12-27  1.76
#> 247: 2022-12-28  1.79
#> 248: 2022-12-29  1.74
#> 249: 2022-12-30  1.78
# }