qrmdata (version 2016-01-03-1)

interest_rates: Interest-Rate Data

Description

Zero-coupon bond yield curves in CAD and USD.

Usage

data("ZCB_CA")
data("ZCB_US")

Format

xts objects containing zero-coupon bond yield curves for times to maturity ranging from one to thirty years. Only trading days with available values for all maturities are included.

Examples

# NOT RUN {
data("ZCB_CA")
data("ZCB_US")
# }