maturity: Cooresponding maturity of U.S. zero coupon rates and forward...

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 data.frame object of 55 oberservations of 1 variable on the cooresponding maturity of U.S. zero coupon rates and forward rates:

dat

a numeric vector

Source

S+ FinMetrics


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

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