FedYieldCurve {YieldCurve}R Documentation

Federal Reserve interest rates

Description

3 months, 6 months, 1 year, 5 year, 7 year and 10 year monthly interest rate of the Federal Reserve from Janury 1982 to June 2009.

Usage

data(FedYieldCurve)

Format

An object with class attributes ts, mts.

Source

FED: http://www.federalreserve.gov/.
Data set is available for download in Excel format at http://www.guirreri.host22.com/index.php?p=1_2_Documents.

Examples

data(FedYieldCurve)
tau <- c(3, 6, 12, 60, 84, 120 )
plot(tau, FedYieldCurve[1,], type="o")

[Package YieldCurve version 2.0 Index]