bbk is minimal R client for the Bundesbank SDMX Web Service API.
You can install the released version of treasury from CRAN with:
install.packages("bbk")And the development version from GitHub with:
# install.packages("pak")
pak::pak("m-muecke/bbk")bbk functions are prefixed with bbk_ and follow the
naming convention of the API. The usual workflow would be to search for
the time series key on the Bundesbank
website and then use it to retrieve the data with either
bbk_data() or bkb_series depending on your
needs. Despite querying different endpoints, both functions should
return the same data. However, bbk_data() is more flexible
and allows more customisation.
library(bbk)
# fetch 10 year daily yield curve
yield_curve <- bbk_data(
flow = "BBSIS",
key = "D.I.ZAR.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A",
start_period = "2020-01-01"
)
yield_curve
#> # A tibble: 1,122 × 25
#> date key value title freq bearer_reg item valuation currency
#> <date> <chr> <dbl> <chr> <chr> <chr> <chr> <chr> <chr>
#> 1 2020-01-02 BBSIS.D.I.ZA… -0.16 Yiel… daily I ZAR ZI EUR
#> 2 2020-01-03 BBSIS.D.I.ZA… -0.27 Yiel… daily I ZAR ZI EUR
#> 3 2020-01-06 BBSIS.D.I.ZA… -0.27 Yiel… daily I ZAR ZI EUR
#> 4 2020-01-07 BBSIS.D.I.ZA… -0.27 Yiel… daily I ZAR ZI EUR
#> 5 2020-01-08 BBSIS.D.I.ZA… -0.27 Yiel… daily I ZAR ZI EUR
#> # ℹ 1,117 more rows
#> # ℹ 16 more variables: issuer_class <chr>, listed_sub <chr>,
#> # security_class <chr>, maturity <chr>, interest_type <chr>,
#> # interest_rate <chr>, redemption <chr>, certificate <chr>, coverage <chr>,
#> # rating <chr>, time_format <chr>, decimals <chr>, unit <chr>,
#> # unit_mult <chr>, category <chr>, unit_eng <chr>