tcmd                 package:tseries                 R Documentation

_D_a_i_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 daily 1 year, 3 year, 5 year, and 10 year
     yields on treasury securities at constant, fixed maturity.

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

     data(tcmd)

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

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

_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.

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

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

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

