ZC_SouthAfrica {DeRezende.Ferreira}

Zero-Coupon interest rates

Description

ZC Government bonds with maturities (0.25, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 12, 15, 20, 25, 30) 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_SouthAfrica)

Format

A data frame (txt file) with 16 daily interest rates at different maturities and 10 observed days.