GermanB041700: German Treasury Bonds

In Rsafd: Statistical Analysis of Financial Data in R

Description

German Treasury bonds outstanding on April 17, 2000

Usage

data(GermanB041700)

Format

A data frame with 47 observations on the following 8 variables.

Issue

Label of the bond (often the year of issuance

Coupon

Rate of (yearly) coupon payments

Maturity

Year the bond matures

Price

Price of the bond (per nominal of 100

Intrst.Yield

Yield of the bond on that day

Redemp.Yield

Redemption yield

Accrud.Intrst

Accrued interests accrued on 4/17/2000 from the date of the last coupon payment

Life

Time (in years) remaining on 4/17/2000 until the maturity of the bond

Details

Issue Coupon Maturity Price Intrst.Yield Redemp.Yield Accrud.Intrst Life 1 1992 8.00 2002 105.28 7.60 5.202 7.67 2.04 3 1993 6.75 2003 104.37 6.47 5.158 6.47 3.04 5 1999 3.75 2009 90.43 4.15 5.135 1.07 8.72 7 G3 3.00 2010 77.00 3.90 6.080 0.12 10.46 9 G4 3.00 2010 77.00 3.90 6.080 0.12 10.46 11 G5 3.00 2010 77.00 3.90 6.080 0.12 10.46

Source

R. A. Carmona: Statistical Analysis of Financial Data in S-Plus, (2004) Springer Verlag

References

R. A. Carmona: Statistical Analysis of Financial Data in S-Plus, (2004) Springer Verlag, Chapter 4

Examples

data(GermanB041700)

Rsafd documentation built on May 2, 2019, 5:20 p.m.