GetTDData
Information regarding prices and yields of bonds issued by the Brazilian government can be downloaded manually as excel files from the Tesouro Direto website. However, it is painful to aggregate all of this data into something useful as the several files don’t have an uniform format.
Package GetTDData
makes the process of importing data
from Tesouro direto much easier. All that you need in order to download
the data is the name of the assets (LFT, LTN, NTN-C, NTN-B, NTN-B
Principal, NTN-F).
# from CRAN (stable version)
install.package('GetTDData')
# from github (development version)
devtools::install_github('msperlin/GetTDData')
GetTDData
See documentation page at https://msperlin.github.io/GetTDData/.