tr_yield_curve {treasury} | R Documentation |
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.
tr_yield_curve(date = NULL)
date |
|
A data.frame()
containing the rates or NULL
when no entries were found.
https://home.treasury.gov/treasury-daily-interest-rate-xml-feed
Other interest rate:
tr_bill_rates()
,
tr_long_term_rate()
,
tr_real_long_term()
,
tr_real_yield_curve()
# get data for a single month
tr_yield_curve("202201")
# or for the entire year
tr_yield_curve(2022)