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ustyc

Fetch US Treasury yield curve data

v1.0.0 · Jun 12, 2014 · MIT + file LICENSE

Description

Forms a query to submit for US Treasury yield curve data, posting this query to the US Treasury web site's data feed service. By default the download includes data yield data for 12 products from January 1, 1990, some of which are NA during this span. The caller can pass parameters to limit the query to a certain year or year and month, but the full download is not especially large. The download data from the service is in XML format. The package's main function transforms that XML data into a numeric data frame with treasury product items (constant maturity yields for 12 kinds of bills, notes, and bonds) as columns and dates as row names. The function returns a list which includes an item for this data frame as well as query-related values for reference and the update date from the service.

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Maintainer: ‘Matt Barry <mrb@softisms.com>’

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Maintainer: ‘Matt Barry <mrb@softisms.com>’

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Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Matt Barry <mrb@softisms.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Matt",
                    family = "Barry",
                    role = c("aut", "cre"),
                    email = "mrb@softisms.com")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Matt Barry <mrb@softisms.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = "Matt",
                    family = "Barry",
                    role = c("aut", "cre"),
                    email = "mrb@softisms.com")
as necessary.
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Dependency Network

Dependencies Reverse dependencies XML plyr ustyc

Version History

new 1.0.0 Mar 10, 2026