ZeroPrices: Zero coupon bond prices

Description Usage Format Details Source References Examples

Description

Dataset of maturity and price for 40 zero coupon bonds

Usage

1

Format

A data frame with 40 observations on the following 2 variables.

maturity

a numeric vector

price

a numeric vector

Details

Dataset used in:
14.14 R Lab

Source

David Ruppert's textbook web page:
http://people.orie.cornell.edu/~davidr/SDAFE/data/index.html

References

Statistics and Data Analysis for Financial Engineering by David Ruppert, Springer 2010

Examples

1
2

sdafe documentation built on May 2, 2019, 4:49 p.m.