treasury (version 0.2.0)

tr_yield_curve: Daily treasury par yield curve rates

Description

This par yield curve, which relates the par yield on a security to its time to maturity, is based on the closing market bid prices on the most recently auctioned Treasury securities in the over-the-counter market. The par 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.

Usage

tr_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_real_yield_curve()

Examples

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