This data set contains monthly 1 year, 3 year, 5 year, and 10 year
yields on treasury securities at constant, fixed maturity.
Usage
data(tcm)
Arguments
Format
4 univariate time series tcm1y, tcm3y, tcm5y, and
tcm10y and the joint series tcm.
Details
The yields at constant fixed maturity have been constructed by the
Treasury Department, based on the most actively traded marketable
treasury securities.