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

Value

A data.frame() 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")
#> # A tibble: 20 × 2
#>    date        rate
#>    <date>     <dbl>
#>  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 -0.1 
#> 14 2022-01-21 -0.18
#> 15 2022-01-24 -0.19
#> 16 2022-01-25 -0.16
#> 17 2022-01-26 -0.1 
#> 18 2022-01-27 -0.17
#> 19 2022-01-28 -0.21
#> 20 2022-01-31 -0.19
# or for the entire year
tr_real_long_term(2022)
#> # A tibble: 249 × 2
#>    date        rate
#>    <date>     <dbl>
#>  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
#> # ℹ 239 more rows
# }