ustyc: Fetch US Treasury yield curve data.

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Forms a query to submit for US Treasury yield curve data, posting this query to the US Treasury web site's data feed service. By default the download includes data yield data for 12 products from January 1, 1990, some of which are NA during this span. The caller can pass parameters to limit the query to a certain year or year and month, but the full download is not especially large. The download data from the service is in XML format. The package's main function transforms that XML data into a numeric data frame with treasury product items (constant maturity yields for 12 kinds of bills, notes, and bonds) as columns and dates as row names. The function returns a list which includes an item for this data frame as well as query-related values for reference and the update date from the service.

Author
Matt Barry <mrb@softisms.com>
Date of publication
2014-06-12 21:02:37
Maintainer
Matt Barry <mrb@softisms.com>
License
MIT + file LICENSE
Version
1.0.0
URLs

View on CRAN

Man pages

getYieldCurve
Download US Treasury yield curve data.
ustyc
US Treasury yield curve.

Files in this package

ustyc
ustyc/inst
ustyc/inst/doc
ustyc/inst/doc/index.html
ustyc/inst/doc/ustyc.pdf
ustyc/NAMESPACE
ustyc/R
ustyc/R/yieldcurve.R
ustyc/R/ustyc-package.r
ustyc/R/summary.ustyc.R
ustyc/README.md
ustyc/MD5
ustyc/DESCRIPTION
ustyc/man
ustyc/man/figures
ustyc/man/figures/individual.png
ustyc/man/figures/grouped.png
ustyc/man/getYieldCurve.Rd
ustyc/man/ustyc.Rd
ustyc/LICENSE