R: Monthly Yields on Treasury Securities

tcm {tseries} | R Documentation

## 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)

### Format

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

### Details

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

### Source

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

[Package tseries version 0.10-47 Index]