Package: treasuryTR
Type: Package
Title: Generate Treasury Total Returns from Yield Data
Version: 0.1.6
Authors@R: c(person("Martin", "Geissmann", email = "mg@econovo.ch", role = c("aut", "cre")))
Maintainer: Martin Geissmann <mg@econovo.ch>
Description: Generate Total Returns (TR) from bond yield data with fixed maturity, e.g. 
  reported treasury yields. The generated TR series are very close to alternative series 
  that can be purchased (e.g. CRSP, Bloomberg), suggesting they are a high-quality 
  alternative for those, see Swinkels (2019) <doi:10.3390/data4030091>.
URL: https://github.com/mgei/treasuryTR
Depends: R (>= 3.2.0), quantmod, zoo, dplyr
Imports: xts(>= 0.9-0), lubridate
Suggests: PerformanceAnalytics, tidyr, ggplot2, dataseries, knitr,
        rmarkdown
License: MIT + file LICENSE
Encoding: UTF-8
RoxygenNote: 7.2.1
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2023-04-02 06:36:47 UTC; martin
Author: Martin Geissmann [aut, cre]
Repository: CRAN
Date/Publication: 2023-04-02 14:30:02 UTC
Built: R 4.1.3; ; 2023-04-17 17:47:39 UTC; windows
