ECBYieldcurve: Yield curve data spot rate

In fds: Functional Data Sets

Description

Provided by European Central Bank, this data set contains daily yield curve spot rate from 29/12/2006 to 24/07/2009 for government bond, nominal, all triple AAA issued companies,with maturity term at 3, 6 months and 1 to 30 years.

Usage

data(ECBYieldcurve)

Format

An object of class fts.

Note

We thank Mr Sergio S. Guirreri for the permission to re-distribute this data set.

Source

European Central Bank: http://www.ecb.europa.eu/stats/money/yc/html/index.en.html.

Examples

plot(ECBYieldcurve)

Example output

Loading required package: rainbow
Loading required package: MASS
Loading required package: pcaPP
Loading required package: RCurl
Loading required package: bitops

fds documentation built on May 2, 2019, 9:19 a.m.