tseries (version 0.9-20)

tcm: Monthly Yields on Treasury Securities

Description

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

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

Details

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