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Downloads data for Brazilian government bonds directly from the website

Source: R/td_get.R
td_get.Rd

This function looks into the Tesouro Direto website (<https://www.tesourodireto.com.br/>) and downloads all files containing prices and yields of government bonds. You can use the 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

A character vector identifying the assets (one or more) in the names of the Excel files (e.g., 'LTN'). If `NULL`, downloads all available assets.

first_year

The first year of data (minimum of 2005).

last_year

The last year of data.

dl_folder

Path of the folder to save Excel files from Tesouro Direto (will create if it does not exist). Defaults to a session-temporary directory. To avoid redownloading files across different R sessions, you can pass a persistent path (e.g., a local folder path, or using tools::R_user_dir("GetTDData", which = "cache")).

Value

A data frame containing the asset data (prices and yields).

Examples

if (FALSE) { # \dontrun{
df_td <- td_get("LTN", 2020, 2022)
} # }