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sixth development version 0.0.0.9005
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grfiv committed Feb 13, 2016
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8 changes: 4 additions & 4 deletions README.Rmd
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[![DOI](https://zenodo.org/badge/5738/grfiv/ustreasuries.svg)](https://zenodo.org/badge/latestdoi/5738/grfiv/ustreasuries)

### Treasury Rate Data
*ustreasuries* is an R-language package which downloads

* daily Constant-Maturity Treasury (CMT) yields from 1962 to the most-recently completed business day.
* daily prices for 400 Treasury securities from 2010 to the most-recently completed business day.
* Real-Time downloads of
* daily Constant-Maturity Treasury (CMT) yields from 1962 to the most-recently completed business day
* daily prices for 400 Treasury securities from 2010 to the most-recently completed business day

### Bond Analysis
Several models such as Nelso Seigel and Svensson are provided
Several models such as Nelson Seigel and Svensson are provided

### Derivative Analysis
Drawing primarily on **Hull, 7th edition** <sup>[Hull](#Hull)</sup> *ustreasuries* includes many options-pricing models, all the Greeks and a number of utility functions, all of which have examples from Hull which demonstrate that they work correctly.
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9 changes: 4 additions & 5 deletions README.md
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Expand Up @@ -5,14 +5,13 @@ ustreasuries

### Treasury Rate Data

*ustreasuries* is an R-language package which downloads

* daily Constant-Maturity Treasury (CMT) yields from 1962 to the most-recently completed business day.
* daily prices for 400 Treasury securities from 2010 to the most-recently completed business day.
- Real-Time downloads of
- daily Constant-Maturity Treasury (CMT) yields from 1962 to the most-recently completed business day
- daily prices for 400 Treasury securities from 2010 to the most-recently completed business day

### Bond Analysis

Several models such as Nelso Seigel and Svensson are provided
Several models such as Nelson Seigel and Svensson are provided

### Derivative Analysis

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4 changes: 2 additions & 2 deletions vignettes/summary.Rmd
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* The US Treasury bond market is the most-active and most-liquid securities market in the world
* US Treasury bonds are the liabilities of the largest economy in the world
* Whatever the political chatter, the US is seen as the world's safest haven and in times of stress US Treasury bonds are where the world moves its money
* Again, polemics notwithstanding, the US is deemed almost-certainly secure and therefore the interest paid on US Treasury bonds is used as the 'risk-free' rate in all financial analyses (LIBOR was used for this until the world learned of the corruption in the City of London)
* The US is universally seen as the world's safest haven and in times of stress US Treasury bonds are where the world moves its money
* The US is deemed almost-certainly secure and therefore the interest paid on US Treasury bonds is used as the 'risk-free' rate in all financial analyses (LIBOR was used for this until the world learned of the corruption in the City of London)

On the Internet, there is a lot of static/stale US Treasury bond data and some of these sources show up in various `R` packages. This package provides *real-time* daily **interest-rate** information for the US Treasury yield curve from 1962 to the present and *real-time* daily US Treasury bond **price** information for about 400 different bonds going back to 2010. More data downloads are planned.

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