Treasury yields for 2009

Description

Daily quotes form 2009-01-02 to 2009-12-31

Usage

1

Format

A data frame with 250 observations on the following 12 variables.

Date,1

a character vector

mo,3

a logical vector

mo,6

a logical vector

mo,1

a logical vector

yr,2

a logical vector

yr,3

a logical vector

yr,5

a logical vector

yr,7

a logical vector

yr,10

a logical vector

yr,20

a logical vector

yr,30

a logical vector

yr

a logical vector

Details

Dataset used in:
17.10 Exercises

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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