tr_curve_rate {treasury} | R Documentation |
The Yield Curve for Treasury Nominal Coupon Issues (TNC yield curve) is derived from Treasury nominal notes and bonds. The Yield Curve for Treasury Real Coupon Issues (TRC yield curve) is derived from Treasury Inflation-Protected Securities (TIPS). The Treasury Breakeven Inflation Curve (TBI curve) is derived from the TNC and TRC yield curves combined.
tr_curve_rate(
x = c("hqm", "tnc", "trc", "tbi"),
type = c("monthly", "end-of-month"),
year = NULL
)
tr_par_yields(x = c("hqm", "tnc", "trc"), type = c("monthly", "end-of-month"))
tr_forward_rate(
x = c("tnc", "trc", "tbi"),
type = c("monthly", "end-of-month")
)
x |
|
type |
|
year |
|
A data.frame()
containing the treasury rates.
https://home.treasury.gov/data/treasury-coupon-issues-and-corporate-bond-yield-curves
## Not run:
# TBI Treasury Curve Breakeven Rates
tr_curve_rate("tbi")
tr_curve_rate("trc", "end-of-month", 2024L)
# TRC Treasury Yield Curve Par Yields, Monthly Average
tr_par_yields("trc")
# TNC Treasury Yield Curve Forward Rates, End of Month
tr_forward_rate("tnc", "end-of-month")
## End(Not run)