tcm: Monthly Yields on Treasury Securities
In tseries: Time Series Analysis and Computational Finance
tcm R Documentation
Monthly Yields on Treasury Securities
Description
This data set contains monthly 1 year, 3 year, 5 year, and 10 year
yields on treasury securities at constant, fixed maturity.
Usage
data(tcm)
Format
4 univariate time series tcm1y, tcm3y, tcm5y, and
tcm10y and the joint series tcm.
Details
The yields at constant fixed maturity have been constructed by the
Treasury Department, based on the most actively traded marketable
treasury securities.
Source
U.S. Fed https://www.federalreserve.gov/Releases/H15/data.htm
tseries documentation built on Sept. 23, 2024, 5:11 p.m.
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| tcm | R Documentation |
Monthly Yields on Treasury Securities
Description
This data set contains monthly 1 year, 3 year, 5 year, and 10 year yields on treasury securities at constant, fixed maturity.
Usage
data(tcm)
Format
4 univariate time series tcm1y, tcm3y, tcm5y, and
tcm10y and the joint series tcm.
Details
The yields at constant fixed maturity have been constructed by the Treasury Department, based on the most actively traded marketable treasury securities.
Source
U.S. Fed https://www.federalreserve.gov/Releases/H15/data.htm
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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