Generate Treasury Total Returns from Yield Data


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Documentation for package ‘treasuryTR’ version 0.1.6

Help Pages

convexity Calculate the convexity of a bond
get_yields Load data from FRED
mod_duration Calculate the modified duration of a bond
tibble_to_xts Convert a tibble data frame to an xts object
total_return Calculate bond total returns from constant-maturity yield data
xts_to_tibble Convert an xts object to a tibble data frame