treasury (version 0.2.0)

tr_real_yield_curve: Daily treasury par real yield curve rates

Description

The par real curve, which relates the par real yield on a Treasury Inflation Protected Security (TIPS) to its time to maturity, is based on the closing market bid prices on the most recently auctioned TIPS in the over-the-counter market. The par real yields are derived from input market prices, which are indicative quotations obtained by the Federal Reserve Bank of New York at approximately 3:30 PM each business day. Treasury began publishing this series on January 2, 2004. At that time Treasury released 1 year of historical data.

Usage

tr_real_yield_curve(date = NULL)

Value

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

Arguments

date

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

See Also

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

Examples

# \donttest{
# get data for a single month
tr_real_yield_curve("202201")
# or for the entire year
tr_real_yield_curve(2022)
# }