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