boe_yield_curve: Download UK gilt yields

In boe: Download Data from the Bank of England Statistical Database

Download UK gilt yields

Description

Downloads nominal or real gilt yields at specified maturities from the Bank of England yield curve data. Nominal par yields are available daily from late 1993; real zero-coupon yields from 1985.

Usage

boe_yield_curve(
  from = "2000-01-01",
  to = Sys.Date(),
  maturity = c("5yr", "10yr", "20yr"),
  type = c("nominal", "real"),
  measure = c("par_yield", "zero_coupon"),
  cache = TRUE
)

Arguments

from	Date or character (YYYY-MM-DD). Start date.
to	Date or character (YYYY-MM-DD). End date. Defaults to today.
maturity	Character vector. One or more of "5yr", "10yr", "20yr". Defaults to all three.
type	Character. "nominal" (default) or "real".
measure	Character. "par_yield" (default, nominal only) or "zero_coupon".
cache	Logical. Use cached data if available (default TRUE).

Value

A data frame with columns:

date

Date. Observation date.

maturity

Character. Maturity label (e.g. "5yr").

yield_pct

Numeric. Yield (percent).

Source

https://www.bankofengland.co.uk/boeapps/database/

Examples

# 10-year nominal gilt yield since 2020
boe_yield_curve(from = "2020-01-01", maturity = "10yr")

# Full nominal curve
boe_yield_curve(from = "2020-01-01")

# Real yields
boe_yield_curve(from = "2020-01-01", type = "real", measure = "zero_coupon")

boe documentation built on March 12, 2026, 5:07 p.m.