TreasuryRate {HRW}

U.S. Treasury rate

Description

One-month maturity U.S. Treasury rate during the period 2001-2013.

Usage

data(TreasuryRate)

Format

A data frame with 3,117 observations on each of the following 2 variables:

date

days from July 31, 2001 until July 10, 2013 with the occasional missing values due to holidays.

rate

daily one-month maturity U.S. Treasury rate.

Source

Federal Reserve Bank of St. Louis, U.S.A.

Examples

library(HRW) ; data(TreasuryRate)
TRdate <- as.Date(TreasuryRate$date,"%m/%d/%Y")[!is.na(TreasuryRate$rate)]
TRrate <- TreasuryRate$rate[!is.na(TreasuryRate$rate)]
plot(TRdate,TRrate,type = "l",bty = "l",xlab = "date",ylab = "U.S. Treasury rate")