canadianYieldCurves: Yield Curves for Canadian Zero-Coupon Bonds
In MarcGumowski/dysefamor: Estimation Algorithm of Dynamic Semiparametric Factor Model
Description
Usage
Format
Source
Description
A dataset containing daily yields curves for zero-coupon bonds, generated
using pricing data for Government of Canada bonds and treasury bills.
Each row is a single zero-coupon yield curve. The first column is the date.
Each remaining column is a different term to maturity ranging from 0.25 years
(column 2) to 30.00 years (column 16). The data are expressed as decimals
(e.g. 0.0500 = 5.00% yield).
Usage
1
Format
A data frame with 6211 rows and 16 variables: the date and 15
different time-to-maturity covariates.
Source
http://www.bankofcanada.ca/rates/interest-rates/bond-yield-curves/
MarcGumowski/dysefamor documentation built on May 7, 2019, 2:47 p.m.
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Description Usage Format Source
Description
A dataset containing daily yields curves for zero-coupon bonds, generated using pricing data for Government of Canada bonds and treasury bills. Each row is a single zero-coupon yield curve. The first column is the date. Each remaining column is a different term to maturity ranging from 0.25 years (column 2) to 30.00 years (column 16). The data are expressed as decimals (e.g. 0.0500 = 5.00% yield).
Usage
1 |
Format
A data frame with 6211 rows and 16 variables: the date and 15 different time-to-maturity covariates.
Source
http://www.bankofcanada.ca/rates/interest-rates/bond-yield-curves/
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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