FedInvestData: Return treasury bond price data from 2010

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

Description

The FedInvest site provides rate and price data on a daily basis for approximately 400 Treasury securites. This function returns all that data from 2010 to the last-completed business day.

Usage

FedInvestData()

Details

The columns of the data.frame returned

• CUSIP Committee on Uniform Security Identification Procedures' nine-character, alphanumeric security identification code

• SECURITY.TYPE

  • MARKET BASED BILL

  • MARKET BASED NOTE

  • MARKET BASED BOND

  • TIPS

  • MARKET BASED FRN

• RATE

• MATURITY.DATE

• CALL.DATE All NA

• BUY

• SELL

• END.OF.DAY

• Date Date for which the data was retrieved

Value

data.frame containing the FedInvest data from 2010 to the most-recently completed business day

Author(s)

George Fisher

References

US Dept. of the Treasury FedInvest Historical Prices https://www.treasurydirect.gov/GA-FI/FedInvest/selectSecurityPriceDate.htm

Examples

library(ustreasuries)
fedinvest_data <- FedInvestData()
head(fedinvest_data)
tail(fedinvest_data)

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