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treasury 0.6.0

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@m-muecke m-muecke released this 11 Jul 16:58
978ab59
  • 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).