BondsData              package:fEcofin              R Documentation

_B_o_n_d_s _D_a_t_a _S_e_t_s

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

     A collection and description of data sets  from the Rmetrics
     Package fBonds. 

     The data sets are:

       'bundesbankNSS'  Nelson-Siegel-Svensson Coefficients.

_D_e_t_a_i_l_s:

     *Bundesbank Nelson-Siegel-Svensson Coefficients:* 

      Coefficients for the Nelson-Siegel-Svensson yield curve from the
     German Bundesbank. 

     *:* 

      'mk.zero2' is a data set with a 67 x 55 values  representing the
     zero-coupon yield curve from August 1985  to February 1991.
      'mk.maturity' a numeric vector of length 55, giving  the
     fifty-five maturities in terms of years for the term  structure.

_R_e_f_e_r_e_n_c_e_s:

     McCulloch J. H. (1990); _US term structure data: 1946-87_, 
     Handbook of Monetary Economics, Friedman B.M. and Hahn F.H.
     (eds.),  Elsevier Science.  

     McCulloch J. H. and Kwon, H.C. (1993); _US term structure data:
     1947-1991_,  Working Paper No. 93-6, Department of Economics, 
     Ohio State University.

