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docs: add another related package and rename HQM data function for now
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m-muecke committed May 2, 2024
1 parent b5ce5d9 commit ecb8185
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2 changes: 1 addition & 1 deletion NAMESPACE
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# Generated by roxygen2: do not edit by hand

export(tr_bill_rates)
export(tr_hqm)
export(tr_hqm_pars)
export(tr_hqm_yield_curve)
export(tr_long_term_rate)
export(tr_real_long_term)
export(tr_real_yield_curve)
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4 changes: 2 additions & 2 deletions R/yield-curve.R
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#' `spot_rate`.
#' @family yield curve
#' @export
tr_hqm_yield_curve <- function(x = c("average", "end-of-month"), year = NULL) {
tr_hqm <- function(x = c("average", "end-of-month"), year = NULL) {
stopifnot(is_count_or_null(year), 1984L <= year, year <= 2028L)
x <- match.arg(x)
x <- if (x == "average") "hqm" else "hqmeom"
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do.call(rbind, res)
}

#' @rdname tr_hqm_yield_curve
#' @rdname tr_hqm
#' @export
tr_hqm_pars <- function(x = c("average", "end-of-month")) {
x <- match.arg(x)
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1 change: 1 addition & 0 deletions README.Rmd
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Expand Up @@ -78,3 +78,4 @@ subset(yield_curve, maturity == "10 year") |>
## Related work

- [ustyc](https://github.com/mrbcuda/ustyc) - R package to download and parse the US Treasury yield curve data
- [ustfd](https://github.com/groditi/ustfd) - R client for US Treasury Fiscal Data API
2 changes: 2 additions & 0 deletions README.md
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Expand Up @@ -62,3 +62,5 @@ yield_curve

- [ustyc](https://github.com/mrbcuda/ustyc) - R package to download and
parse the US Treasury yield curve data
- [ustfd](https://github.com/groditi/ustfd) - R client for US Treasury
Fiscal Data API
6 changes: 3 additions & 3 deletions man/tr_hqm_yield_curve.Rd → man/tr_hqm.Rd

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