NEWS
treasury 0.6.0.9000
treasury 0.6.0 (2026-07-11)
- 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 (2026-03-21)
- 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 (2025-08-26)
- 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 (2025-07-10)
- 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 (2024-07-05)
- 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 (2024-03-22)