tcm

0th

Percentile

Monthly Yields on Treasury Securities

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

Keywords
datasets
Usage
data(tcm)
Details

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

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

Aliases
  • tcm
  • tcm1y
  • tcm3y
  • tcm5y
  • tcm10y
Documentation reproduced from package tseries, version 0.9-17, License: GPL (see file COPYING)

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