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The goal of treasury is to provide a simple and modern interface to the US treasury XML feed for daily interest rates. The main difference to other packages is that it’s a modern implementation using the httr2 package.
You can install the development version of treasury from GitHub with:
treasury functions are prefixed with tr_ and follow the naming convention of the XML feed.
library(ggplot2)
library(treasury)
yield_curve <- tr_yield_curve(2020)
yield_curve
#> # A tibble: 3,012 × 3
#> date maturity rate
#> <date> <chr> <dbl>
#> 1 2020-01-02 1 month 1.53
#> 2 2020-01-02 2 month 1.55
#> 3 2020-01-02 3 month 1.54
#> 4 2020-01-02 6 month 1.57
#> 5 2020-01-02 1 year 1.56
#> # ℹ 3,007 more rows
subset(yield_curve, maturity == "10 year") |>
ggplot(aes(x = date, y = rate)) +
geom_line() +
labs(
title = "US Treasury Yield Curve 2020 (10 Year Maturity)",
x = NULL, y = NULL
) +
theme_minimal()
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.