xts_to_tibble

Convert an xts object to a tibble data frame

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

xts_to_tibble function

<dl><dt>x</dt>
<dd>an xts object</dd></dl>

Arguments

Convert an xts object to a tibble data frame — xts_to_tibble

<dl>

<dt>x</dt>
<dd>an xts object</dd>

</dl>

xts_to_tibble: Convert an xts object to a tibble data frame

Description

Usage

Value

Arguments