ZC_Brazil {DeRezende.Ferreira}

Zero-Coupon interest rates

Description

ZC Government bonds with maturities (0.5, 0.75, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10) expressed in years and with business day frequency, source: Thomson Reuters Datastream. The range date is from 2018-01-01 to 2018-01-12.

Usage

data(ZC_Brazil)

Format

A data frame (txt file) with 12 daily interest rates at different maturities and 10 observed days.