Plot of yields

treas.r

library(rvest)
library(ggplot2)
library(ggthemes)
library(MASS)
library(splines)

treas.html <- html("http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield")
yield.data <- treas.html                %>%
                html_nodes("table")     %>%
                .[[67]]                 %>%
                html_table(fill = TRUE)

treas.plot <- data.frame(end  = c(1/12, 3/12, 6/12, 1, 2, 3, 5, 7, 10, 20, 30),
                         rate = as.vector(t(yield.data[ 10, 2:ncol(yield.data)])))

treas.gg    <- ggplot(aes(x = end, y = rate), data = treas.plot)
treas.curve <- treas.gg + geom_point()                             +
                          geom_smooth(se      = FALSE,
                                      method  = "lm",
                                      formula = y ~ ns(x, 3),
                                      colour  = "black")           +
                                      theme_tufte(base_size = 15)  +
                                      xlab("Maturity (years)")     + 
                                      ylab("Yield (%)")
ggsave(file = "treas-curve.svg")

greek.html <- html("http://www.bankofgreece.gr/Pages/en/Statistics/rates_markets/titloieldimosiou/titloieldimosiou.aspx") 
greek.data <- greek.html             %>% 
                html_nodes("table")  %>%
                html_nodes("table")  %>%
                .[[268]]             %>%
                html_table(fill = TRUE)

greek.plot <- data.frame(end  = c(3, 5, 10, 15, 20, 30),
                         rate = as.vector(t(greek.data[1, seq(3, ncol(greek.data), by = 2)])))

greek.gg    <- ggplot(aes(x = end, y = rate), data = greek.plot)
greek.curve <- greek.gg + geom_point()                        +
                          geom_smooth(se      = FALSE,
                                      method  = "lm",
                                      formula = y ~ ns(x, 3),
                                      colour  = "black")      +
                          theme_tufte(base_size = 15)         +
                          xlab("Maturity (years)")            +
                          ylab("Yield (%)")
ggsave(file = "greek-curve.svg")