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termstrcData

These are coupon bonds' data of termstrc R-package in csv files. It is a nice data set for term structure modeling.

Files

  • AUSTRIA-2008-01-30.csv: This is a data set of coupon bonds for AUSTRIA, observed at 2008-01-30.
  • FRANCE-2008-01-30.csv: This is a data set of coupon bonds for FRANCE, observed at 2008-01-30.
  • GERMANY-2008-01-30.csv: This is a data set of coupon bonds for GERMANY, observed at 2008-01-30.
  • GERMANY.csv: There are 65 observations for GERMANY between 2009-07-31 and 2009-11-02.

Note: 'PRICE' is clean price.

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Coupon bonds data of termstrc R-package in csv files.

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