Monthly zero coupon rates from August 1985 to February 1991

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Description

A xts object of monthly zero coupon rates 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

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