This repository contains an R Shiny application that allows the user to scrape Daily Treasury Yield Curve Rates from https://www.treasury.gov/ and plot these rates as a 3D surface to examine changes in the yield curve over time.
First, you will need R studio and the shiny package to be installed.
install.packages("shiny")
This application also relies on the rvest package for webscraping, dplyr for data cleaning, and plotly for plotting interactive plots.
install.packages(c("rvest", "dplyr", "plotly"))
Once these packages are installed, there are at least two ways to use this application. First, you can clone this repo, open it and run the following code:
library(shiny)
runApp("treasury-yield")
Second, you can skip cloning the repo and just run the following code:
library(shiny)
runGitHub("treasury-yield", "davis-berlind")
For the lazy, the app is also available here without ever having to install R studio.
There are also two helper scripts in this repo. yield_scraper.R is the main webscraping routine and will return a data.frame of daily yield curve rates and yield_plot.R contains the 3D plotting code.