us.bis.yield: US yield data
In Rsafd: Statistical Analysis of Financial Data in R
Description
Usage
Format
Details
Source
References
Examples
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.
Col2a numeric vector
Col3a numeric vector
Col4a numeric vector
Col5a numeric vector
Col6a numeric vector
Col7a numeric vector
Col8a numeric vector
Col9a numeric vector
Col10a numeric vector
Col11a numeric vector
Col12a 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
Rsafd documentation built on May 2, 2019, 5:20 p.m.
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Description Usage Format Details Source References Examples
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.
Col2a numeric vector
Col3a numeric vector
Col4a numeric vector
Col5a numeric vector
Col6a numeric vector
Col7a numeric vector
Col8a numeric vector
Col9a numeric vector
Col10a numeric vector
Col11a numeric vector
Col12a 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 |
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