dtFetchUsTreasuryYieldCurveData: Fetch the US Treasury Data

In wegar-2/okeanos.ustr.ir: Retrieve yields curves published by US Treasury (https://home.treasury.gov/)

Description

Fetching nominal interest rates published by US Treasury

Usage

dtFetchUsTreasuryYieldCurveData(
  cDataType = "YieldCurveRates",
  dateStartDate,
  dateEndDate
)

Arguments

cDataType	- character scalar, one of the following three values: "YieldCurveRates", "BillRates", "LongTermRates"
dateStartDate	- class 'Date' scalar
dateEndDate	- class 'Date' scalar; function checks if the dateEndDate precedes dateStartDate and throws an error should this be the case

Details

This function fetches the historical time series of nominal interest rates as published by US Treasury at the site: As only the nominal interest rates are handled, the following data types are available (cf. parameter cDataType): 1) Yield Curve Rates, 2) Bill Rates and 3) Long-Term Rates

wegar-2/okeanos.ustr.ir documentation built on March 7, 2021, 12:20 a.m.