tcm {tseries} | R Documentation |
This data set contains monthly 1 year, 3 year, 5 year, and 10 year yields on treasury securities at constant, fixed maturity.
data(tcm)
4 univariate time series tcm1y
, tcm3y
, tcm5y
, and
tcm10y
and the joint series tcm
.
The yields at constant fixed maturity have been constructed by the Treasury Department, based on the most actively traded marketable treasury securities.
U.S. Fed http://www.federalreserve.gov/Releases/H15/data.htm