Title: Get Data for Brazilian Bonds (Tesouro Direto)
Version: 1.5.7
Description: Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto https://www.tesourodireto.com.br/.
Depends: R (≥ 4.1.0)
Imports: stringr, readxl, utils, stats, curl, bizdays, tidyr, rvest, xml2, dplyr, fs, cli, purrr, tibble, jsonlite
License: MIT + file LICENSE
BugReports: https://github.com/msperlin/GetTDData/issues/
URL: https://github.com/msperlin/GetTDData/, https://msperlin.github.io/GetTDData/
RoxygenNote: 7.3.2
Encoding: UTF-8
Suggests: knitr, rmarkdown, testthat, ggplot2, covr, lubridate
NeedsCompilation: no
Packaged: 2025-05-19 12:05:04 UTC; msperlin
Author: Marcelo Perlin [aut, cre]
Maintainer: Marcelo Perlin <marceloperlin@gmail.com>
Repository: CRAN
Date/Publication: 2025-05-19 12:40:02 UTC

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)

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()

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)