usSwapCurves dataset

dataset: US bootstrapped interest rate curve.

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Maintainer: Philippe Cote
License: MIT + file LICENSE
Last published: 2025-02-26

About the dataset

Number of columns: 7
Class: DiscountCurve

Column names and types

times:numeric
discounts:numeric
forwards:numeric
zerorates:numeric
flatQuotes:logical
params:list
table:data.frame