interest_rates {qrmdata} | R Documentation |
Zero-coupon bond yield curves in CAD and USD.
data("ZCB_CA") data("ZCB_US")
xts
objects containing zero-coupon bond yield curves
for times to maturity ranging from one to thirty years. Only trading
days with available values for all maturities are included.
Marius Hofert
ZCB_CA
was obtained from
http://www.bankofcanada.ca/rates/interest-rates/bond-yield-curves/
and ZCB_US
was obtained from
https://www.quandl.com/data/FED/SVENY-US-Treasury-Zero-Coupon-Yield-Curve
via Quandl; both data sets were drawn on 2016-01-03 (ZCB_US
via the
function get_data()
from qrmtools).
data("ZCB_CA") data("ZCB_US")