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splusTimeSeries (version 1.5.7)

tbond: Treasury Bond Futures Trading Data

Description

Treasury Bond futures trading data: high and low prices over 20-minute intervals from January 7, 1994, to February 3, 1995.

It is used to illustrate a drop in bond prices that occurred in 1994.

Arguments

Format

An object of class timeSeries with the high and low prices stored as a data.frame.