Generate Total Returns (TR) from bond yield data with fixed maturity, e.g. reported treasury yields. The generated TR series are very close to alternative series that can be purchased (e.g. CRSP, Bloomberg), suggesting they are a high-quality alternative for those, see Swinkels (2019) <doi:10.3390/data4030091>.
|Author||Martin Geissmann [aut, cre]|
|Maintainer||Martin Geissmann <firstname.lastname@example.org>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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