ZC_China: Zero-Coupon interest rates
In DeRezende.Ferreira: Zero Coupon Yield Curve Modelling
Description
ZC Government bonds with maturities (1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 12, 15, 20, 30) expressed in years and with business day frequency, source: Thomson Reuters Datastream. The range date is from 2018-01-02 to 2018-01-15.
Usage
1
Format
A data frame (txt file) with 14 daily interest rates at different maturities and 10 observed days.
DeRezende.Ferreira documentation built on May 2, 2019, 10:15 a.m.
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Description
ZC Government bonds with maturities (1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 12, 15, 20, 30) expressed in years and with business day frequency, source: Thomson Reuters Datastream. The range date is from 2018-01-02 to 2018-01-15.
Usage
1 |
Format
A data frame (txt file) with 14 daily interest rates at different maturities and 10 observed days.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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