Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto < http://www.tesouro.fazenda.gov.br/tesouro-direto-balanco-e-estatisticas>.
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 can be painful to aggregate all of this data into something useful as the files don't have an uniform format and are all divided by year and asset code.
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) and the desired dates of maturity (e.g. 2016-01-01).
# from CRAN install.package('GetTDData')
See vignettes at CRAN page.
- Fixed bug in read.td.files (it was not reading data after 2012 because of change of output type given switch from xlsx:read.xlsx to readxl::read_excel)
- Now using readxl::read_excel, a better excel reader, FASTER and without the java requirements - Additional error checks
- Added a test for internet connection - Added a new option for overwriting or not the downloaded excel files (saves a lot of time for large batch downloads!) - Fixed typos and improved the text in the vignette