db_tbl dataset

Dataset used in Historical Scenarios with Fully Flexible Probabilities (`tibble` format).

ffp packageRead PDF manual
  • Maintainer: Bernardo Reckziegel
  • License: MIT + file LICENSE
  • Last published: 2022-09-29

About the dataset

  • Number of rows: 1083
  • Number of columns: 9
  • Class: tbl_df, tbl, data.frame

Column names and types

  • SWAP2YR:numeric
  • SWAP10YR:numeric
  • CDXIG OTR:numeric
  • S&P 500:numeric
  • Dollar Index:numeric
  • Crude:numeric
  • Gold:numeric
  • VIX:numeric
  • 10YR Inflation Swap Rate:numeric