ustyc {ustyc} | R Documentation |
Fetches US Treasury yield curve data and transforms to data frame.
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.
Matt Barry mrb@softisms.com
US Treasury resource web site http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield