ustyc: US Treasury yield curve.

Description Details Author(s) References

Description

Fetches US Treasury yield curve data and transforms to data frame.

Details

Downloads the US Treasury yield curve data in its original XML format, then translates that data into a data frame with dates as row names and maturities as column names.

Author(s)

Matt Barry mrb@softisms.com

References

US Treasury resource web site http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield


mrbcuda/ustyc documentation built on May 31, 2020, 10:08 p.m.