tsQuotes dataset

dataset: interest rate curve data for RQuantlib .

RTL packageRead PDF manual
  • Maintainer: Philippe Cote
  • License: MIT + file LICENSE
  • Last published: 2025-02-26

About the dataset

  • Number of columns: 16
  • Class: list

Column names and types (First 10)

  • d1w:numeric
  • d1m:numeric
  • s3y:numeric
  • s5y:numeric
  • s7y:numeric
  • s10y:numeric
  • s15y:numeric
  • s30y:numeric
  • fut1:numeric
  • fut2:numeric
  • fut3:numeric
  • fut4:numeric
  • fut5:numeric
  • fut6:numeric
  • fut7:numeric
  • fut8:numeric