US yield data

Description

US yield curve provided by the bank of international settlement.

Usage

1

Format

A data frame with 1352 observations on the following 11 variables.

Col2

a numeric vector

Col3

a numeric vector

Col4

a numeric vector

Col5

a numeric vector

Col6

a numeric vector

Col7

a numeric vector

Col8

a numeric vector

Col9

a numeric vector

Col10

a numeric vector

Col11

a numeric vector

Col12

a numeric vector

Details

Col2 Col3 Col4 Col5 Col6 Col7 Col8 Col9 Col10 Col11 Col12 1 5.59957 7.22989 7.60820 7.72886 7.75856 7.74944 7.73191 7.71845 7.75699 7.79656 7.80871 2 5.63497 7.17471 7.51762 7.65834 7.69625 7.68582 7.67083 7.66179 7.69745 7.74334 7.75632 3 5.61633 7.20652 7.55039 7.71713 7.75815 7.74095 7.72610 7.71934 7.75459 7.79603 7.80092 4 5.71211 7.20071 7.54165 7.71308 7.76433 7.74835 7.73323 7.72261 7.74459 7.78738 7.79996 5 5.78938 7.19130 7.56918 7.73931 7.78977 7.77982 7.76339 7.73900 7.77044 7.80845 7.81773 6 5.77390 7.14409 7.53450 7.68514 7.73473 7.71907 7.69908 7.68651 7.72154 7.76073 7.77132

Source

Bank of International Settlements

References

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

Examples

1