# treasury 0.7.0

* The daily interest rate functions no longer emit a spurious data.table shallow copy warning when downloading the full history with `date = NULL`.
* `tr_curve_rate()` now rejects a `year` outside the range of available data with an informative error instead of silently returning an empty table.
* `tr_forward_rate()` and `tr_par_yield()` now return the `type` and `maturity` columns, respectively, as character vectors instead of factors, for consistency with the other functions in the package.

# treasury 0.6.0

* The daily interest rate functions now include an `updated_at` column with the feed's last update time.
* The daily interest rate functions now reject an invalid `date`, such as a month outside 01-12, with an informative error instead of silently returning no data.
* `tr_bill_rate()` now includes `maturity_date` and `cusip` columns identifying the bill quoted for each maturity tranche.
* `tr_curve_rate()`, `tr_par_yield()`, and `tr_forward_rate()` now parse dates correctly regardless of the session's locale (previously failed under non-English locales).
* `tr_long_term_rate()` now includes an `extrapolation_factor` column with the adjustment factor used to estimate 30-year rates between 2002 and 2006 (`NA` outside of that period).
* `tr_yield_curve()` now correctly labels the 1.5-month maturity (previously shown as `1 _5month`).

# treasury 0.5.0

* Add optional caching of API responses via `options(treasury.cache = TRUE)`. Cached responses are stored for 1 day by default and can be customized with `options(treasury.cache_max_age = seconds)`. Use `tr_cache_dir()` to find the cache location and `tr_cache_clear()` to clear it.

# treasury 0.4.0

* Fixed bug in checking for {readxl} installation.
* Improved documentation.
* Renamed functions for consistency:
  * `tr_bill_rates()` to `tr_bill_rate()`
  * `tr_par_yields()` to `tr_par_yield()`

# treasury 0.3.0

* Migration to data.table package. Internal data manipulation is now done using
  data.table and all functions return data.table objects.

# treasury 0.2.0

* Better documentation.
* 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

* Initial CRAN submission.
