yields: Yield curve data
In sdafe: Companion to Statistics and Data Analysis for Financial Engineering
Description
Usage
Format
Details
Source
References
Examples
Description
1352 daily yield curves
Usage
1
Format
A data frame with 1352 observations on the following 11 variables.
1mona numeric vector
2mona numeric vector
3mona numeric vector
4mona numeric vector
5mona numeric vector
5.5mona numeric vector
6.5mona numeric vector
7.5mona numeric vector
8.5mona numeric vector
9.5mona numeric vector
NAa 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
1
2
sdafe documentation built on May 2, 2019, 4:49 p.m.
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Description Usage Format Details Source References Examples
Description
1352 daily yield curves
Usage
1 |
Format
A data frame with 1352 observations on the following 11 variables.
1mona numeric vector
2mona numeric vector
3mona numeric vector
4mona numeric vector
5mona numeric vector
5.5mona numeric vector
6.5mona numeric vector
7.5mona numeric vector
8.5mona numeric vector
9.5mona numeric vector
NAa 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
1 2 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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