Provided by European Central Bank, this data set contains daily yield curve spot rate from 29/12/2006 to 24/07/2009 for government bond, nominal, all triple AAA issued companies,with maturity term at 3, 6 months and 1 to 30 years.
Usage
data(ECBYieldcurve)
Format
An object of class fts.
Note
We thank Mr Sergio S. Guirreri for the permission to re-distribute this data set.