docs: some more docs

Author: m-muecke

NAMESPACE

@@ -2,7 +2,9 @@
 
 export(tr_bill_rates)
 export(tr_curve_rates)
+export(tr_forward_rate)
 export(tr_long_term_rate)
+export(tr_par_yields)
 export(tr_real_long_term)
 export(tr_real_yield_curve)
 export(tr_yield_curve)

NEWS.md

@@ -1,8 +1,10 @@
 # treasury (development version)
 
 * Better docs
-* Support for treasury High Quality Market (HQM) Corporate Bond Yield Curve data
-* Support for treasury Nominal Coupon-Issue (TNC) Yield Curve data
+* Support for Treasury High Quality Market (HQM) Corporate Bond Yield Curve data
+* Support for Treasury Nominal Coupon-Issue (TNC) Yield Curve data
+* Support for Treasury Real Coupon-Issue (TRC) Yield Curve data
+* Support for Treasury Breakeven Inflation Curve (TBI curve) data
 
 # treasury 0.1.0
 

R/yield-curve.R

@@ -71,8 +71,10 @@ tr_curve_rates <- function(x = c("hqm", "tnc", "trc", "tbi"),
   do.call(rbind, res)
 }
 
-tr_par_yield <- function(x = c("hqm", "tnc", "trc"),
-                         type = c("monthly", "end-of-month")) {
+#' @rdname tr_curve_rates
+#' @export
+tr_par_yields <- function(x = c("hqm", "tnc", "trc"),
+                          type = c("monthly", "end-of-month")) {
   x <- match.arg(x)
   type <- match.arg(type)
 
@@ -95,6 +97,8 @@ tr_par_yield <- function(x = c("hqm", "tnc", "trc"),
   download_data(x, nms, 6L, "maturity", "par_yield")
 }
 
+#' @rdname tr_curve_rates
+#' @export
 tr_forward_rate <- function(x = c("tnc", "trc", "tbi"),
                             type = c("monthly", "end-of-month")) {
   x <- match.arg(x)