fwdRate: Monthly forward rates of U.S. coupons from August 1985 to...

Description Usage Format Source

Description

A xts object of monthly forward rates of U.S. coupons from August 1985 to February 1991 computed by McCulloch and Kwon (1993).

Usage

1

Format

A xts object on Aug 1985/Feb 1991. Indexed by objects of class: [yearmon] TZ: UTC

Source

S+ FinMetrics


MFTSR documentation built on May 2, 2019, 5:26 p.m.

Related to fwdRate in MFTSR...