get_yields: Load data from FRED

In treasuryTR: Generate Treasury Total Returns from Yield Data

Load data from FRED

Description

Load data from FRED

Usage

get_yields(
  series = "DGS10",
  na_locf = TRUE,
  percent_adjust = TRUE,
  format_out = "xts",
  ...
)

Arguments

series	The series code as found on https://fred.stlouisfed.org/, see details
na_locf	replace NA's with last observation
percent_adjust	divide raw data by 100
format_out	xts or tibble
...	Additional parameters handed to quantmod::getSymbols

Details

The function is a wrapper for quantmod::getSymbols().

Commonly used constant-maturity yield series are:

• DGS1MO: 1-Month Treasury Constant Maturity Rate

• DGS3MO: 3-Month Treasury Constant Maturity Rate

• DGS6MO: 6-Month Treasury Constant Maturity Rate

• DGS1: 1-Year Treasury Constant Maturity Rate

• DGS2: 2-Year Treasury Constant Maturity Rate

• DGS3: 3-Year Treasury Constant Maturity Rate

• DGS5: 5-Year Treasury Constant Maturity Rate

• DGS7: 7-Year Treasury Constant Maturity Rate

• DGS10: 10-Year Treasury Constant Maturity Rate

• DGS20: 20-Year Treasury Constant Maturity Rate

• DGS30: 30-Year Treasury Constant Maturity Rate

Value

The yields data as an xts object

Examples

# US 1-Month yields
yields_us_1m <- get_yields(series = "DGS1MO")

treasuryTR documentation built on April 3, 2023, 5:39 p.m.