Daily Yields of Six AT&T Bonds
SUMMARY:
The data sets
bonds.yield
and
bonds.coupon
represent financial data for six AT&T bonds.
ARGUMENTS:
- bonds.yield
-
matrix of daily bond yields. The rows represent 192 days from April 1975 to December 1975. The columns are one of 6 bonds, characterized by their coupon rate.
- bonds.coupon
-
vector of 6 different coupon rates corresponding to the columns of
bonds.yield
.