[R-SIG-Finance] bonds/fixed income indices

[Jeff Ryan]

Which is accessible with quantmod and fImports:

library(quantmod)
?getSymbols.FRED

getSymbols("DTB3",src="FRED")

Jeff

On Wed, Oct 22, 2008 at 1:32 PM, Aaron M Katz (amkatz at Princeton.EDU)
<amkatz at princeton.edu> wrote:
> You might also try the St. Louis Fed's data
>
> General link:
> http://research.stlouisfed.org/fred2/
>
> Link to stuff you might be interested in:
> http://research.stlouisfed.org/fred2/categories/47
>
> No index, but constant maturity data for treasury bonds.  Hope that helps.
>
> ---
> Aaron Katz
> Bendheim Center for Finance
> Princeton University
>
> ----- Original Message -----
> From: Bastian Offermann <bastian2507hk at yahoo.co.uk>
> Date: Wednesday, October 22, 2008 11:02 am
> Subject: [R-SIG-Finance] bonds/fixed income indices
> To: r-sig-finance at stat.math.ethz.ch
>
>> Dear list,
>>
>> does anybody know where to get bond/fixed income indices for free?
>> i
>> could not find anything on Yahoo! and bloomberg/reuters is out of
>> reach
>> for me. thanks in advance.
>>
>> regards
>>
>> _______________________________________________
>> R-SIG-Finance at stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only.
>> -- If you want to post, subscribe first.
>>
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>



-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com