Yield curve data

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Description

1352 daily yield curves

Usage

1

Format

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

1mon

a numeric vector

2mon

a numeric vector

3mon

a numeric vector

4mon

a numeric vector

5mon

a numeric vector

5.5mon

a numeric vector

6.5mon

a numeric vector

7.5mon

a numeric vector

8.5mon

a numeric vector

9.5mon

a numeric vector

NA

a NULL

Details

Dataset used in:
17.9 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

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