R: Daily Yields on Treasury Securities

tcmd {tseries} | R Documentation

## Daily Yields on Treasury Securities

### Description

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

### Usage

    data(tcmd)

### Format

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

### Details

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.

### Source

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

[Package tseries version 0.10-47 Index]