Package 'GetTDData'

Title: Get Data for Brazilian Bonds (Tesouro Direto)
Description: Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto <https://www.tesourodireto.com.br/>.
Authors: Marcelo Perlin [aut, cre]
Maintainer: Marcelo Perlin <[email protected]>
License: MIT + file LICENSE
Version: 1.5.6
Built: 2025-03-04 05:04:05 UTC
Source: https://github.com/msperlin/gettddata

Help Index

Returns cache directory

Description

Returns cache directory

Usage

get_cache_folder()

Value

a path

Examples

get_cache_folder()

Returns available nammes at TD site

Description

Returns available nammes at TD site

Usage

get_td_names()

Value

string vector

Examples

get_td_names()

Gets the current yield curve

Description

Downloads and parses information about the current Brazilian yield curve.

Usage

get.yield.curve()

Value

A dataframe with information about the yield curve

Examples

## Not run: 
df.yield <- get.yield.curve()
str(df.yield)

## End(Not run)

Downloads data of Brazilian government bonds directly from the website

Description

This function looks into the tesouro direto website (https://www.tesourodireto.com.br/) and downloads all of the files containing prices and yields of government bonds. You can use input asset_codes to restrict the downloads to specific bonds

Usage

td_get(
  asset_codes = "LTN",
  first_year = 2005,
  last_year = as.numeric(format(Sys.Date(), "%Y")),
  dl_folder = get_cache_folder()
)

Arguments

asset_codes

Strings that identify the assets (1 or more assets) in the names of the excel files. E.g. asset_codes = 'LTN'. When set to NULL, it will download all available assets
first_year

first year of data (minimum of 2015)
last_year

first year of data
dl_folder

Name of folder to save excel files from tesouro direto (will create if it does not exists)

Value

TRUE if successful

Examples

## Not run: 
td_get("LTN", 2020, 2022)

## End(Not run)

Returns current TD prices

Description

Fetches current prices of TD assets from website's json api at <https://www.tesourodireto.com.br/titulos/precos-e-taxas.htm>

Usage

td_get_current()

Value

a dataframe with prices

Examples

## Not run: 
td_get_current()

## End(Not run)