tibble_to_xts

Convert a tibble data frame to an xts object

Generate Total Returns (TR) from bond yield data with fixed maturity, e.g.
reported treasury yields. The generated TR series are very close to alternative series
that can be purchased (e.g. CRSP, Bloomberg), suggesting they are a high-quality
alternative for those, see Swinkels (2019) <doi:10.3390/data4030091>.

Martin Geissmann

treasuryTR

Generate Treasury Total Returns from Yield Data

tibble_to_xts function

<dl><dt>x</dt>
<dd>a tibble with a column 'date'</dd></dl>

Arguments

Convert a tibble data frame to an xts object — tibble_to_xts

<dl>

<dt>x</dt>
<dd>a tibble with a column 'date'</dd>

</dl>

tibble_to_xts: Convert a tibble data frame to an xts object

Description

Usage

Value

Arguments