bond {assist}R Documentation

Treasury and GE bonds

Description

The bond data frame has 1234 rows and 5 columns of data derived from 144 General Electronic Company bonds and 78 Treasury bonds.

Usage

data(bond)

Format

The data frame contains the following columns:

name a vector of index for individual bond

price a numeric vector of current price

time a numeric vector of future time points at which the payments are made

payment a numeric vector of future payments

type a vector of character strings identifying the groups, "govt" or "ge", which the individual bonds belong to.

Source

Bloomberg

references

Chunlei Ke and Yuedong Wang (2004), Nonlinear Nonparametric Regression Models. Journal of the American Statistical Association 99, 1166-1175.


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