treasury (version 0.2.0)

tr_curve_rate: Download Treasury Coupon Issues and Corporate Bond Yield Curves

Description

The Yield Curve for Treasury Nominal Coupon Issues (TNC yield curve) is derived from Treasury nominal notes and bonds. The Yield Curve for Treasury Real Coupon Issues (TRC yield curve) is derived from Treasury Inflation-Protected Securities (TIPS). The Treasury Breakeven Inflation Curve (TBI curve) is derived from the TNC and TRC yield curves combined.

Usage

tr_curve_rate(
  x = c("hqm", "tnc", "trc", "tbi"),
  type = c("monthly", "end-of-month"),
  year = NULL
)
tr_par_yields(x = c("hqm", "tnc", "trc"), type = c("monthly", "end-of-month"))
tr_forward_rate(
  x = c("tnc", "trc", "tbi"),
  type = c("monthly", "end-of-month")
)

Value

A data.frame() containing the treasury rates.

Arguments

x

character(1). Must be one of the following options:

• "hqm": The Treasury High Quality Market (HQM) Corporate Bond Yield Curve.

• "tnc": The Treasury Nominal Coupon-Issue (TNC) Yield Curve.

• "trc": The Treasury Real Coupon-Issue (TRC) Yield Curve.

• "tbi": The Treasury Breakeven Inflation (TBI) Curve.

type

character(1). Either "monthly" or "end-of-month". Default is "monthly".

year

integer(1). Year to download. Default is NULL. If NULL, then all available years are downloaded.

Examples

if (FALSE) {
# TBI Treasury Curve Breakeven Rates
tr_curve_rate("tbi")
tr_curve_rate("trc", "end-of-month", 2024L)
# TRC Treasury Yield Curve Par Yields, Monthly Average
tr_par_yields("trc")
# TNC Treasury Yield Curve Forward Rates, End of Month
tr_forward_rate("tnc", "end-of-month")
}