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)