bbk is minimal R client for the Bundesbank SDMX Web Service API.
You can install the released version of treasury from CRAN with:
And the development version from GitHub with:
bbk functions are prefixed with bb_ and follow the naming convention of the API. The usual workflow would be to search for the time series key on the Bundesbank website and then use it to retrieve the data with either bb_data() or bb_series depending on your needs. Despite querying different endpoints, both functions should return the same data. However, bb_data() is more flexible and allows more customisation.
library(bbk)
# fetch 10 year daily yield curve
yield_curve <- bb_data(
flow = "BBSIS",
key = "D.I.ZAR.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A",
start_period = "2020-01-01"
)
yield_curve
#> # A tibble: 1,103 × 8
#> date value key title frequency category unit unit_multiplier
#> <date> <dbl> <chr> <chr> <chr> <chr> <chr> <chr>
#> 1 2020-01-02 -0.16 BBSIS.D.I.ZAR… Yiel… daily GKZR perc… 0
#> 2 2020-01-03 -0.27 BBSIS.D.I.ZAR… Yiel… daily GKZR perc… 0
#> 3 2020-01-06 -0.27 BBSIS.D.I.ZAR… Yiel… daily GKZR perc… 0
#> 4 2020-01-07 -0.27 BBSIS.D.I.ZAR… Yiel… daily GKZR perc… 0
#> 5 2020-01-08 -0.27 BBSIS.D.I.ZAR… Yiel… daily GKZR perc… 0
#> # ℹ 1,098 more rows