tbond: Treasury Bond Futures Trading Data

tbondR Documentation

Treasury Bond Futures Trading Data

Description

Treasury Bond futures trading data: high and low prices over 20-minute intervals from January 7, 1994, to February 3, 1995.

It is used to illustrate a drop in bond prices that occurred in 1994.

Format

An object of class timeSeries with the high and low prices stored as a data.frame.

Source

Downloaded from the Fisher College of Business, Ohio State University web site in early 1996.


spkaluzny/splusTimeSeries documentation built on Sept. 20, 2024, 3:39 a.m.