tr_yield_curve {treasury}

Daily treasury par yield curve rates

Description

This par yield curve, which relates the par yield on a security to its time to maturity, is based on the closing market bid prices on the most recently auctioned Treasury securities in the over-the-counter market. The par yields are derived from input market prices, which are indicative quotations obtained by the Federal Reserve Bank of New York at approximately 3:30 PM each business day.

Usage

tr_yield_curve(date = NULL)

Arguments

date

character(1) or numeric(1) date in format yyyy or yyyymm. If NULL, all data is returned. Default NULL.

Value

A data.frame() containing the rates or NULL when no entries were found.

Source

https://home.treasury.gov/treasury-daily-interest-rate-xml-feed

See Also

Other interest rate: tr_bill_rates(), tr_long_term_rate(), tr_real_long_term(), tr_real_yield_curve()

Examples

# get data for a single month
tr_yield_curve("202201")
# or for the entire year
tr_yield_curve(2022)