This package contains set of functions for retrieving the yield curves from the US Treasury website's Interest Rate statistics at https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics Please note that only the nominal rates available in the service indicated above are handled, i.e. "Daily Treasury Yield Curve Rates", "Daily Treasury Bill Rates" and "Daily Treasury Long-Term Rates". Importantly, this package has data.table as one of its dependencies.
Package details |
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Author | Artur Wegrzyn |
Maintainer | Artur Wegrzyn <awegrzyn17@gmail.com> |
License | GPL-3 |
Version | 0.1.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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