

tcm(tseries)                                 R Documentation

_Y_i_e_l_d_s _o_n _T_r_e_a_s_u_r_y _S_e_c_u_r_i_t_i_e_s

_D_e_s_c_r_i_p_t_i_o_n_:

     Monthly 10 year and 1 year yields on treasury securi-
     ties at constant, fixed maturity. These are constructed
     by the Treasury Department, based on the most actively
     traded marketable treasury securities.

_U_s_a_g_e_:

     data (tcm)

_F_o_r_m_a_t_:

     Two univariate time series `tcm10y' and `tcm1y'.

_S_o_u_r_c_e_:

     U.S. Fed <URL: http://www.federalre-
     serve.gov/Releases/H15/data.htm>

