YieldCurve (version 4.0)

FedYieldCurve: Federal Reserve interest rates

Description

3 months, 6 months, 1 year, 5 year, 7 year and 10 year monthly interest rate of the Federal Reserve from Janury 1982 to June 2009.

Usage

data(FedYieldCurve)

format

An object with class attributes ts, mts.

source

FED: http://www.federalreserve.gov/. Data set is available for download in Excel format at http://www.guirreri.host22.com/.

Examples

data(FedYieldCurve)
tau <- c(3, 6, 12, 60, 84, 120 )
plot(tau, FedYieldCurve[1,], type="o")