ustyc: Fetch US Treasury yield curve data.
Version 1.0.0

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.

AuthorMatt Barry <mrb@softisms.com>
Date of publication2014-06-12 21:02:37
MaintainerMatt Barry <mrb@softisms.com>
LicenseMIT + file LICENSE
Version1.0.0
URL https://github.com/mrbcuda/ustyc
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ustyc")

Getting started

README.md

Popular man pages

getYieldCurve: Download US Treasury yield curve data.
ustyc: US Treasury yield curve.
See all...

All man pages Function index File listing

Man pages

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

Functions

getYieldCurve Man page Source code
summary.ustyc Source code
ustyc Man page
ustyc-package Man page

Files

inst
inst/doc
inst/doc/index.html
inst/doc/ustyc.pdf
NAMESPACE
R
R/yieldcurve.R
R/ustyc-package.r
R/summary.ustyc.R
README.md
MD5
DESCRIPTION
man
man/figures
man/figures/individual.png
man/figures/grouped.png
man/getYieldCurve.Rd
man/ustyc.Rd
LICENSE
ustyc documentation built on May 19, 2017, 11:03 p.m.

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