In grfiv/ustreasuries: Treasury Data Download, Fixed-Income Models and Derivative Analyses

knitr::opts_chunk$set(collapse=TRUE,                # hadley
                      comment = "#>",               # hadley
                      error=TRUE, purl=FALSE,       # to be able to see errors
                      fig.width=7.25, fig.height=6) # nice-sized pictures

library(ustreasuries)

all_data = CMTrates()

max_idx  <- which.max(all_data$BC_10YEAR)
max_rate <- all_data$BC_10YEAR[max_idx]
max_date <- all_data$NEW_DATE[max_idx]

min_idx  <- which.min(all_data$BC_10YEAR)
min_rate <- all_data$BC_10YEAR[min_idx]
min_date <- all_data$NEW_DATE[min_idx]

x_label <- paste0("Max: ",max_rate," (",max_date,"), ",
                  "Min: ",min_rate," (",min_date,")")

plot(1:nrow(all_data), all_data$BC_10YEAR,
     xaxt="n", xlab=x_label, ylab='Interest Rates',
     pch = ".",cex=1.5,
     main="10-Year US Treasury Yields")
grid()

label_vec <- c(1, max_idx, min_idx, nrow(all_data))
axis(1, at=label_vec, labels=all_data$NEW_DATE[label_vec])
abline(v=label_vec)

grfiv/ustreasuries documentation built on May 17, 2019, 8:36 a.m.