The goal of treasury is to provide a simple and modern interface to the US treasury XML feed for daily interest rates.
You can install the released version of treasury from CRAN with:
install.packages("treasury")And the development version from GitHub with:
# install.packages("pak")
pak::pak("m-muecke/treasury")treasury functions are prefixed with tr_ and follow the
naming convention of the XML feed.
library(treasury)
yield_curve = tr_yield_curve(2025)
head(yield_curve)
#> date maturity rate updated_at
#> <Date> <char> <num> <POSc>
#> 1: 2025-01-02 1 month 4.45 2026-07-10 15:44:49
#> 2: 2025-01-02 2 month 4.36 2026-07-10 15:44:49
#> 3: 2025-01-02 3 month 4.36 2026-07-10 15:44:49
#> 4: 2025-01-02 4 month 4.31 2026-07-10 15:44:49
#> 5: 2025-01-02 6 month 4.25 2026-07-10 15:44:49
#> 6: 2025-01-02 1 year 4.17 2026-07-10 15:44:49