ZC_Russia: Zero-Coupon interest rates
In DeRezende.Ferreira: Zero Coupon Yield Curve Modelling
Description
ZC Government bonds with maturities (0.25, 0.5, 0.75, 1,2,3,5,7,10,15,20,30) expressed in years and with business day frequency, source: the Central Bank of the Russian Federation web site. The range date is from 2018-01-03 to 2018-01-17.
Usage
1
Format
A data frame (txt file) with 12 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 (0.25, 0.5, 0.75, 1,2,3,5,7,10,15,20,30) expressed in years and with business day frequency, source: the Central Bank of the Russian Federation web site. The range date is from 2018-01-03 to 2018-01-17.
Usage
1 |
Format
A data frame (txt file) with 12 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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