tcmd

0th

Percentile

Daily Yields on Treasury Securities

This data set contains daily 1 year, 3 year, 5 year, and 10 year yields on treasury securities at constant, fixed maturity.

Keywords
datasets
Usage
data(tcmd)
Details

The yields at constant fixed maturity have been constructed by the Treasury Department, based on the most actively traded marketable treasury securities.

Daily refers to business days, i.e., weekends and holidays are eliminated.

format

4 univariate time series tcm1yd, tcm3yd, tcm5yd, and tcm10yd and the joint series tcmd.

source

U.S. Fed http://www.federalreserve.gov/Releases/H15/data.htm

Aliases
  • tcmd
  • tcm1yd
  • tcm3yd
  • tcm5yd
  • tcm10yd
Documentation reproduced from package tseries, version 0.10-18, License: GPL-2

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