| FedYieldCurve {statespacer} | R Documentation |
Federal Reserve Interest Rates
Description
A dataset containing the interest rates of the Federal Reserve, from January 1982 up to April 2022. The interest rates are market yields on United States Treasury securities with constant maturity (CMT). The maturities contained in this dataset are the 3 months, 6 months, 1 year, 2 years, 3 years, 5 years, 7 years, and 10 years maturities. Each interest rate is quoted on investment basis, and are reported monthly.
Usage
FedYieldCurve
Format
A data frame with 484 rows and 9 variables:
- Month
The month of the quoted interest rates, format is yyyy-mm-dd
- M3
Market yield on U.S. Treasury securities at 3-month constant maturity, quoted on investment basis, in percent per year.
- M6
Market yield on U.S. Treasury securities at 6-month constant maturity, quoted on investment basis, in percent per year.
- Y1
Market yield on U.S. Treasury securities at 1-year constant maturity, quoted on investment basis, in percent per year.
- Y2
Market yield on U.S. Treasury securities at 2-year constant maturity, quoted on investment basis, in percent per year.
- Y3
Market yield on U.S. Treasury securities at 3-year constant maturity, quoted on investment basis, in percent per year.
- Y5
Market yield on U.S. Treasury securities at 5-year constant maturity, quoted on investment basis, in percent per year.
- Y7
Market yield on U.S. Treasury securities at 7-year constant maturity, quoted on investment basis, in percent per year.
- Y10
Market yield on U.S. Treasury securities at 10-year constant maturity, quoted on investment basis, in percent per year.
Source
https://www.federalreserve.gov/datadownload/Build.aspx?rel=H15
Examples
data(FedYieldCurve)