tcm                 package:tseries                 R Documentation

_M_o_n_t_h_l_y _Y_i_e_l_d_s _o_n _T_r_e_a_s_u_r_y _S_e_c_u_r_i_t_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     data(tcm)

_F_o_r_m_a_t:

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

_D_e_t_a_i_l_s:

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

_S_o_u_r_c_e:

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

