tcm.curve

Treasury Constant Maturity Curve data
running from 1982 to 1997.  
The Constant Maturity Curve data come from yield curves
constructed by the U.S. Treasury Department from the
yields of actively traded issues adjusted to constant maturities.

datasets

Classes and methods for time series (ported from S-PLUS).

Stephen Kaluzny

splusTimeSeries

Time Series from S-PLUS

tcm.curve function

From the web site of the
  Federal Reserve Bank, <url>http://www.bog.frb.fed.us/releases/H15/data.htm</url>.

tcm.curve: Treasury Constant Maturity Curve

Description

Arguments

source