tseries (version 0.5-2)

tcm: Yields on Treasury Securities

Description

Monthly 1 year, 3 year, 5 year, and 10 year yields on treasury securities at constant, fixed maturity. These are constructed by the Treasury Department, based on the most actively traded marketable treasury securities.

Usage

data (tcm)

Arguments

format

4 univariate time series tcm1y, tcm3y, tcm5y, and tcm10y and the joint series tcm.

source

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