Description Usage Format Details Source References Examples

1352 daily yield curves

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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

Dataset used in:

17.9 R Lab

David Ruppert's textbook web page:

http://people.orie.cornell.edu/~davidr/SDAFE/data/index.html

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

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