ustyc {ustyc}

US Treasury yield curve.

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 [e-mail]

References

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