treasury 0.6.0
- The daily interest rate functions now include an
updated_at column with the feed’s last update time.
- The daily interest rate functions now reject an invalid
date, such as a month outside 01-12, with an informative
error instead of silently returning no data.
tr_bill_rate() now includes maturity_date
and cusip columns identifying the bill quoted for each
maturity tranche.
tr_curve_rate(), tr_par_yield(), and
tr_forward_rate() now parse dates correctly regardless of
the session’s locale (previously failed under non-English locales).
tr_long_term_rate() now includes an
extrapolation_factor column with the adjustment factor used
to estimate 30-year rates between 2002 and 2006 (NA outside
of that period).
tr_yield_curve() now correctly labels the 1.5-month
maturity (previously shown as 1 _5month).
treasury 0.5.0
- Add optional caching of API responses via
options(treasury.cache = TRUE). Cached responses are stored
for 1 day by default and can be customized with
options(treasury.cache_max_age = seconds). Use
tr_cache_dir() to find the cache location and
tr_cache_clear() to clear it.
treasury 0.4.0
- Fixed bug in checking for {readxl} installation.
- Improved documentation.
- Renamed functions for consistency:
tr_bill_rates() to tr_bill_rate()
tr_par_yields() to tr_par_yield()
treasury 0.3.0
- Migration to data.table package. Internal data manipulation is now
done using data.table and all functions return data.table objects.
treasury 0.2.0
- Better documentation.
- Support for Treasury High Quality Market (HQM) Corporate Bond Yield
Curve data.
- Support for Treasury Nominal Coupon-Issue (TNC) Yield Curve
data.
- Support for Treasury Real Coupon-Issue (TRC) Yield Curve data.
- Support for Treasury Breakeven Inflation Curve (TBI curve)
data.
treasury 0.1.0