tcm: Monthly Yields on Treasury Securities

tcmR 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 Oct. 10, 2022, 5:06 p.m.

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