[R-SIG-Finance] problem with termstrc vmmin is not finite

Tue Nov 14 04:15:59 CET 2017

All,
I am using the termstrc package to fit ns curve.  Below is the code.  I am working on removing bonds to see if I get a good starting value.  In the mean time any help is appreciated to understand vmmin error.  Out of 2,133 observations I get this error 250 times - so overall pretty good performance of the package given the query does not really restrict price ranges.

My guess is that the bonds that I am using are causing the problem.  Thus, I am systematically removing bonds to find the culprit.  There are a couple of seasoned 30-year bonds with some big handles over 140 as well as plently of short bonds but my guess is the long bonds.

I realize that when curve fitting I may need to restrict prices but before I do that I would like to understand vmmin

Glenn

estim_nss(dataset = CurveData,
group = 'treasurybonds',
matrange = 'all',
method = 'ns',
optimtype = 'allglobal')

Here is the dput of the object couponbonds

structure(list(treasurybonds = structure(list(ISIN = c("912828VR8", 
"912828D64", "912828VW7", "912828F47", "912828WA4", "912828F88", 
"912828WF3", "912828G46", "912828A59", "912828H29", "912828A91", 
"912828H78", "912828B74", "912828J35", "912828C32", "912828J92", 
"912828C73", "912828K66", "912828WH9", "912828WP1", "912828XJ4", 
"912828WT3", "912828XP0", "912828D49", "912828D98", "912828F54", 
"912828G20", "912828M72", "912828G79", "912828N55", "912828H37", 
"912828P20", "912828H94", "912828J68", "912828Q45", "912828K25", 
"912828Q94", "912828XA3", "912828R51", "912828XF2", "912828R93", 
"912828XK1", "912828N63", "912828P53", "912828P95", "912828Q52", 
"912828R44", "912828R85", "912828N48", "912828N89", "912828P87", 
"912828Q37", "912828Q78", "912828R77", "912828N30", "912828P38", 
"912828P79", "912828Q29", "912828R28", "912828R69", "912828G38", 
"912828J27", "912828XB1", "912828K74", "912828M56", "912828P46", 
"912810EX2", "912810EY0", "912810EZ7", "912810FA1", "912810FB9", 
"912810FE3", "912810FF0", "912810FG8", "912810FJ2", "912810FM5", 
"912810FP8", "912810FT0", "912810PT9", "912810PU6", "912810PW2", 
"912810PX0", "912810QA9", "912810QB7", "912810QC5", "912810QD3", 
"912810QE1", "912810QH4", "912810QK7", "912810QL5", "912810QN1", 
"912810QQ4", "912810QS0", "912810QT8", "912810QU5", "912810QW1", 
"912810QX9", "912810QY7", "912810QZ4", "912810RB6", "912810RC4", 
"912810RD2", "912810RE0", "912810RG5", "912810RH3", "912810RJ9", 
"912810RK6", "912810RM2", "912810RN0", "912810RP5", "912810RQ3"
), MATURITYDATE = c("08-15-2016", "08-31-2016", "09-15-2016", 
"09-30-2016", "10-15-2016", "10-31-2016", "11-15-2016", "11-30-2016", 
"12-15-2016", "12-31-2016", "01-15-2017", "01-31-2017", "02-15-2017", 
"02-28-2017", "03-15-2017", "03-31-2017", "04-15-2017", "04-30-2017", 
"05-15-2017", "06-15-2017", "06-30-2017", "07-15-2017", "07-31-2017", 
"08-15-2017", "09-15-2017", "10-15-2017", "11-15-2017", "11-30-2017", 
"12-15-2017", "12-31-2017", "01-15-2018", "01-31-2018", "02-15-2018", 
"03-15-2018", "03-31-2018", "04-15-2018", "04-30-2018", "05-15-2018", 
"05-31-2018", "06-15-2018", "06-30-2018", "07-15-2018", "01-15-2019", 
"02-15-2019", "03-15-2019", "04-15-2019", "05-15-2019", "06-15-2019", 
"12-31-2020", "01-31-2021", "02-28-2021", "03-31-2021", "04-30-2021", 
"05-31-2021", "12-31-2022", "01-31-2023", "02-28-2023", "03-31-2023", 
"04-30-2023", "05-31-2023", "11-15-2024", "02-15-2025", "05-15-2025", 
"08-15-2025", "11-15-2025", "02-15-2026", "08-15-2026", "11-15-2026", 
"02-15-2027", "08-15-2027", "11-15-2027", "08-15-2028", "11-15-2028", 
"02-15-2029", "08-15-2029", "05-15-2030", "02-15-2031", "02-15-2036", 
"02-15-2037", "05-15-2037", "02-15-2038", "05-15-2038", "02-15-2039", 
"05-15-2039", "08-15-2039", "11-15-2039", "02-15-2040", "05-15-2040", 
"08-15-2040", "11-15-2040", "02-15-2041", "05-15-2041", "08-15-2041", 
"11-15-2041", "02-15-2042", "05-15-2042", "08-15-2042", "11-15-2042", 
"02-15-2043", "05-15-2043", "08-15-2043", "11-15-2043", "02-15-2044", 
"05-15-2044", "08-15-2044", "11-15-2044", "02-15-2045", "05-15-2045", 
"08-15-2045", "11-15-2045", "02-15-2046"), ISSUDATE = c("08-15-2013", 
"09-02-2014", "09-16-2013", "09-30-2014", "10-15-2013", "10-31-2014", 
"11-15-2013", "12-01-2014", "12-16-2013", "12-31-2014", "01-15-2014", 
"02-02-2015", "02-18-2014", "03-02-2015", "03-17-2014", "03-31-2015", 
"04-15-2014", "04-30-2015", "05-15-2014", "06-16-2014", "06-30-2015", 
"07-15-2014", "07-31-2015", "08-15-2014", "09-15-2014", "10-15-2014", 
"11-17-2014", "11-30-2015", "12-15-2014", "12-31-2015", "01-15-2015", 
"02-01-2016", "02-17-2015", "03-16-2015", "03-31-2016", "04-15-2015", 
"05-02-2016", "05-15-2015", "05-31-2016", "06-15-2015", "06-30-2016", 
"07-15-2015", "01-15-2016", "02-16-2016", "03-15-2016", "04-15-2016", 
"05-16-2016", "06-15-2016", "12-31-2015", "02-01-2016", "02-29-2016", 
"03-31-2016", "05-02-2016", "05-31-2016", "12-31-2015", "02-01-2016", 
"02-29-2016", "03-31-2016", "05-02-2016", "05-31-2016", "11-17-2014", 
"02-17-2015", "05-15-2015", "08-17-2015", "11-16-2015", "02-16-2016", 
"08-15-1996", "11-15-1996", "02-18-1997", "08-15-1997", "11-17-1997", 
"08-17-1998", "11-16-1998", "02-16-1999", "08-16-1999", "02-15-2000", 
"02-15-2001", "02-15-2006", "02-15-2007", "08-15-2007", "02-15-2008", 
"08-15-2008", "02-17-2009", "05-15-2009", "08-17-2009", "11-16-2009", 
"02-16-2010", "05-17-2010", "08-16-2010", "11-15-2010", "02-15-2011", 
"05-16-2011", "08-15-2011", "11-15-2011", "02-15-2012", "05-15-2012", 
"08-15-2012", "11-15-2012", "02-15-2013", "05-15-2013", "08-15-2013", 
"11-15-2013", "02-18-2014", "05-15-2014", "08-15-2014", "11-17-2014", 
"02-17-2015", "05-15-2015", "08-17-2015", "11-16-2015", "02-16-2016"
), COUPONRATE = c(0.625, 0.5, 0.875, 0.5, 0.625, 0.375, 0.625, 
0.5, 0.625, 0.625, 0.75, 0.5, 0.625, 0.5, 0.75, 0.5, 0.875, 0.5, 
0.875, 0.875, 0.625, 0.875, 0.625, 0.875, 1, 0.875, 0.875, 0.875, 
1, 1, 0.875, 0.75, 1, 1, 0.875, 0.75, 0.75, 1, 0.875, 1.125, 
0.625, 0.875, 1.125, 0.75, 1, 0.875, 0.875, 0.875, 1.75, 1.375, 
1.125, 1.25, 1.375, 1.375, 2.125, 1.75, 1.5, 1.5, 1.625, 1.625, 
2.25, 2, 2.125, 2, 2.25, 1.625, 6.75, 6.5, 6.625, 6.375, 6.125, 
5.5, 5.25, 5.25, 6.125, 6.25, 5.375, 4.5, 4.75, 5, 4.375, 4.5, 
3.5, 4.25, 4.5, 4.375, 4.625, 4.375, 3.875, 4.25, 4.75, 4.375, 
3.75, 3.125, 3.125, 3, 2.75, 2.75, 3.125, 2.875, 3.625, 3.75, 
3.625, 3.375, 3.125, 3, 2.5, 3, 2.875, 3, 2.5), PRICE = c(100, 
100.03125, 100.0625, 100.03125, 100.0625, 100, 100.0625, 100.03125, 
100.0625, 100.0625, 100.125, 100.03125, 100.09375, 100, 100.15625, 
100, 100.25, 99.9375, 100.25, 100.28125, 100.03125, 100.25, 100, 
100.25, 100.40625, 100.25, 100.28125, 100.28125, 100.4375, 100.46875, 
100.28125, 100.09375, 100.46875, 100.46875, 100.25, 100.0625, 
100.03125, 100.5, 100.28125, 100.71875, 99.84375, 100.3125, 100.8125, 
99.875, 100.46875, 100.125, 100.09375, 100.03125, 102.78125, 
101.125, 100.03125, 100.53125, 101.0625, 101.125, 104.5625, 102.25, 
100.65625, 100.59375, 101.375, 101.375, 105.75, 103.75, 104.75, 
103.65625, 105.8125, 100.28125, 148.4375, 146.8125, 148.9375, 
148.09375, 146.28125, 141.65625, 139.5, 140.125, 151.65625, 155.9375, 
147.28125, 143.28125, 148.03125, 152.90625, 141.9375, 144.4375, 
125.75, 139.25, 144.03125, 141.625, 146.4375, 141.71875, 132.28125, 
139.59375, 149.625, 142.375, 130.15625, 117.875, 117.9375, 115.40625, 
110.0625, 109.90625, 117.78125, 112.34375, 128.75, 131.65625, 
128.65625, 123.0625, 117.59375, 114.875, 104.09375, 114.90625, 
112.25, 115.03125, 104.21875), ACCRUED = c(0.261986301369863, 
0.19041095890411, 0.297260273972603, 0.149315068493151, 0.159246575342466, 
0.0801369863013699, 0.107876712328767, 0.0657534246575343, 0.0547945205479452, 
0.0291095890410959, 0.00410958904109589, 0.23013698630137, 0.261986301369863, 
0.191780821917808, 0.254794520547945, 0.147945205479452, 0.222945205479452, 
0.106849315068493, 0.151027397260274, 0.0767123287671233, 0.0291095890410959, 
0.00479452054794521, 0.287671232876712, 0.366780821917808, 0.33972602739726, 
0.222945205479452, 0.151027397260274, 0.115068493150685, 0.0876712328767123, 
0.0465753424657534, 0.00479452054794521, 0.345205479452055, 0.419178082191781, 
0.33972602739726, 0.258904109589041, 0.191095890410959, 0.16027397260274, 
0.172602739726027, 0.112671232876712, 0.0986301369863014, 0.0291095890410959, 
0.00479452054794521, 0.00616438356164384, 0.314383561643836, 
0.33972602739726, 0.222945205479452, 0.151027397260274, 0.0767123287671233, 
0.0815068493150685, 0.632876712328767, 0.428424657534247, 0.36986301369863, 
0.293835616438356, 0.177054794520548, 0.098972602739726, 0.805479452054795, 
0.571232876712329, 0.443835616438356, 0.347260273972603, 0.209246575342466, 
0.388356164383562, 0.838356164383562, 0.366780821917808, 0.838356164383562, 
0.388356164383562, 0.681164383561644, 2.82945205479452, 1.12191780821918, 
2.77705479452055, 2.6722602739726, 1.05719178082192, 2.30547945205479, 
0.906164383561644, 2.20068493150685, 2.56746575342466, 1.07876712328767, 
2.25308219178082, 1.88630136986301, 1.99109589041096, 0.863013698630137, 
1.83390410958904, 0.776712328767123, 1.46712328767123, 0.733561643835617, 
1.88630136986301, 0.75513698630137, 1.93869863013699, 0.75513698630137, 
1.62431506849315, 0.733561643835617, 1.99109589041096, 0.75513698630137, 
1.57191780821918, 0.539383561643836, 1.30993150684932, 0.517808219178082, 
1.1527397260274, 0.474657534246575, 1.30993150684932, 0.496232876712329, 
1.51952054794521, 0.647260273972603, 1.51952054794521, 0.582534246575343, 
1.30993150684932, 0.517808219178082, 1.04794520547945, 0.517808219178082, 
1.20513698630137, 0.517808219178082, 1.04794520547945), CASHFLOWS = structure(list(
ISIN = c("912828VR8", "912828D64", "912828VW7", "912828F47", 
"912828WA4", "912828F88", "912828WF3", "912828G46", "912828A59", 
"912828H29", "912828A91", "912828H78", "912828H78", "912828B74", 
"912828B74", "912828J35", "912828J35", "912828J35", "912828J35", 
"912828C32", "912828C32", "912828J92", "912828J92", "912828C73", 
"912828C73", "912828K66", "912828K66", "912828WH9", "912828WH9", 
"912828WP1", "912828WP1", "912828XJ4", "912828XJ4", "912828WT3", 
"912828WT3", "912828XP0", "912828XP0", "912828XP0", "912828D49", 
"912828D49", "912828D49", "912828D98", "912828D98", "912828D98", 
"912828F54", "912828F54", "912828F54", "912828G20", "912828G20", 
"912828G20", "912828M72", "912828M72", "912828M72", "912828G79", 
"912828G79", "912828G79", "912828N55", "912828N55", "912828N55", 
"912828H37", "912828H37", "912828H37", "912828P20", "912828P20", 
"912828P20", "912828P20", "912828H94", "912828H94", "912828H94", 
"912828H94", "912828J68", "912828J68", "912828J68", "912828J68", 
"912828Q45", "912828Q45", "912828Q45", "912828Q45", "912828K25", 
"912828K25", "912828K25", "912828K25", "912828Q94", "912828Q94", 
"912828Q94", "912828Q94", "912828XA3", "912828XA3", "912828XA3", 
"912828XA3", "912828R51", "912828R51", "912828R51", "912828R51", 
"912828XF2", "912828XF2", "912828XF2", "912828XF2", "912828R93", 
"912828R93", "912828R93", "912828R93", "912828XK1", "912828XK1", 
"912828XK1", "912828XK1", "912828N63", "912828N63", "912828N63", 
"912828N63", "912828N63", "912828P53", "912828P53", "912828P53", 
"912828P53", "912828P53", "912828P53", "912828P95", "912828P95", 
"912828P95", "912828P95", "912828P95", "912828P95", "912828Q52", 
"912828Q52", "912828Q52", "912828Q52", "912828Q52", "912828Q52", 
"912828R44", "912828R44", "912828R44", "912828R44", "912828R44", 
"912828R44", "912828R85", "912828R85", "912828R85", "912828R85", 
"912828R85", "912828R85", "912828N48", "912828N48", "912828N48", 
"912828N48", "912828N48", "912828N48", "912828N48", "912828N48", 
"912828N48", "912828N89", "912828N89", "912828N89", "912828N89", 
"912828N89", "912828N89", "912828N89", "912828N89", "912828N89", 
"912828N89", "912828P87", "912828P87", "912828P87", "912828P87", 
"912828P87", "912828P87", "912828P87", "912828P87", "912828P87", 
"912828P87", "912828Q37", "912828Q37", "912828Q37", "912828Q37", 
"912828Q37", "912828Q37", "912828Q37", "912828Q37", "912828Q37", 
"912828Q37", "912828Q78", "912828Q78", "912828Q78", "912828Q78", 
"912828Q78", "912828Q78", "912828Q78", "912828Q78", "912828Q78", 
"912828Q78", "912828R77", "912828R77", "912828R77", "912828R77", 
"912828R77", "912828R77", "912828R77", "912828R77", "912828R77", 
"912828R77", "912828N30", "912828N30", "912828N30", "912828N30", 
"912828N30", "912828N30", "912828N30", "912828N30", "912828N30", 
"912828N30", "912828N30", "912828N30", "912828N30", "912828P38", 
"912828P38", "912828P38", "912828P38", "912828P38", "912828P38", 
"912828P38", "912828P38", "912828P38", "912828P38", "912828P38", 
"912828P38", "912828P38", "912828P38", "912828P79", "912828P79", 
"912828P79", "912828P79", "912828P79", "912828P79", "912828P79", 
"912828P79", "912828P79", "912828P79", "912828P79", "912828P79", 
"912828P79", "912828P79", "912828Q29", "912828Q29", "912828Q29", 
"912828Q29", "912828Q29", "912828Q29", "912828Q29", "912828Q29", 
"912828Q29", "912828Q29", "912828Q29", "912828Q29", "912828Q29", 
"912828Q29", "912828R28", "912828R28", "912828R28", "912828R28", 
"912828R28", "912828R28", "912828R28", "912828R28", "912828R28", 
"912828R28", "912828R28", "912828R28", "912828R28", "912828R28", 
"912828R69", "912828R69", "912828R69", "912828R69", "912828R69", 
"912828R69", "912828R69", "912828R69", "912828R69", "912828R69", 
"912828R69", "912828R69", "912828R69", "912828R69", "912828G38", 
"912828G38", "912828G38", "912828G38", "912828G38", "912828G38", 
"912828G38", "912828G38", "912828G38", "912828G38", "912828G38", 
"912828G38", "912828G38", "912828G38", "912828G38", "912828G38", 
"912828G38", "912828J27", "912828J27", "912828J27", "912828J27", 
"912828J27", "912828J27", "912828J27", "912828J27", "912828J27", 
"912828J27", "912828J27", "912828J27", "912828J27", "912828J27", 
"912828J27", "912828J27", "912828J27", "912828J27", "912828XB1", 
"912828XB1", "912828XB1", "912828XB1", "912828XB1", "912828XB1", 
"912828XB1", "912828XB1", "912828XB1", "912828XB1", "912828XB1", 
"912828XB1", "912828XB1", "912828XB1", "912828XB1", "912828XB1", 
"912828XB1", "912828XB1", "912828K74", "912828K74", "912828K74", 
"912828K74", "912828K74", "912828K74", "912828K74", "912828K74", 
"912828K74", "912828K74", "912828K74", "912828K74", "912828K74", 
"912828K74", "912828K74", "912828K74", "912828K74", "912828K74", 
"912828K74", "912828M56", "912828M56", "912828M56", "912828M56", 
"912828M56", "912828M56", "912828M56", "912828M56", "912828M56", 
"912828M56", "912828M56", "912828M56", "912828M56", "912828M56", 
"912828M56", "912828M56", "912828M56", "912828M56", "912828M56", 
"912828P46", "912828P46", "912828P46", "912828P46", "912828P46", 
"912828P46", "912828P46", "912828P46", "912828P46", "912828P46", 
"912828P46", "912828P46", "912828P46", "912828P46", "912828P46", 
"912828P46", "912828P46", "912828P46", "912828P46", "912828P46", 
"912810EX2", "912810EX2", "912810EX2", "912810EX2", "912810EX2", 
"912810EX2", "912810EX2", "912810EX2", "912810EX2", "912810EX2", 
"912810EX2", "912810EX2", "912810EX2", "912810EX2", "912810EX2", 
"912810EX2", "912810EX2", "912810EX2", "912810EX2", "912810EX2", 
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0.371917808219178, 0.378082191780822, 0.371917808219178, 
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0.495890410958904, 0.504109589041096, 100.495890410959, 0.438698630136986, 
0.436301369863014, 0.438698630136986, 0.436301369863014, 
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0.441095890410959, 0.433904109589041, 0.441095890410959, 
100.433904109589, 0.438698630136986, 0.436301369863014, 0.438698630136986, 
0.436301369863014, 0.438698630136986, 100.436301369863, 0.882191780821918, 
0.867808219178082, 0.882191780821918, 0.867808219178082, 
0.882191780821918, 0.867808219178082, 0.882191780821918, 
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0.693150684931507, 0.681849315068493, 0.693150684931507, 
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0.560958904109589, 0.564041095890411, 0.560958904109589, 
0.564041095890411, 0.560958904109589, 0.567123287671233, 
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0.626712328767123, 0.623287671232877, 0.626712328767123, 
0.623287671232877, 0.626712328767123, 0.626712328767123, 
0.626712328767123, 100.623287671233, 0.689383561643836, 0.685616438356164, 
0.689383561643836, 0.685616438356164, 0.689383561643836, 
0.685616438356164, 0.689383561643836, 0.689383561643836, 
0.689383561643836, 100.685616438356, 0.689383561643836, 0.685616438356164, 
0.689383561643836, 0.685616438356164, 0.689383561643836, 
0.685616438356164, 0.689383561643836, 0.689383561643836, 
0.689383561643836, 100.685616438356, 1.07123287671233, 1.05376712328767, 
1.07123287671233, 1.05376712328767, 1.07123287671233, 1.05376712328767, 
1.07123287671233, 1.05958904109589, 1.07123287671233, 1.05376712328767, 
1.07123287671233, 1.05376712328767, 101.071232876712, 0.872602739726027, 
0.882191780821918, 0.867808219178082, 0.882191780821918, 
0.867808219178082, 0.882191780821918, 0.867808219178082, 
0.882191780821918, 0.872602739726027, 0.882191780821918, 
0.867808219178082, 0.882191780821918, 0.867808219178082, 
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0.752054794520548, 0.747945205479452, 0.752054794520548, 
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0.752054794520548, 0.747945205479452, 0.752054794520548, 
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0.752054794520548, 0.747945205479452, 0.752054794520548, 
0.747945205479452, 0.752054794520548, 0.752054794520548, 
0.752054794520548, 0.747945205479452, 0.752054794520548, 
0.747945205479452, 0.752054794520548, 100.747945205479, 0.81472602739726, 
0.81027397260274, 0.81472602739726, 0.81027397260274, 0.81472602739726, 
0.81027397260274, 0.81472602739726, 0.81472602739726, 0.81472602739726, 
0.81027397260274, 0.81472602739726, 0.81027397260274, 0.81472602739726, 
100.810273972603, 0.81472602739726, 0.81027397260274, 0.81472602739726, 
0.81027397260274, 0.81472602739726, 0.81027397260274, 0.81472602739726, 
0.81472602739726, 0.81472602739726, 0.81027397260274, 0.81472602739726, 
0.81027397260274, 0.81472602739726, 100.810273972603, 1.13424657534247, 
1.11575342465753, 1.13424657534247, 1.11575342465753, 1.13424657534247, 
1.11575342465753, 1.13424657534247, 1.12191780821918, 1.13424657534247, 
1.11575342465753, 1.13424657534247, 1.11575342465753, 1.13424657534247, 
1.11575342465753, 1.13424657534247, 1.12191780821918, 101.134246575342, 
0.997260273972603, 1.00821917808219, 0.991780821917808, 1.00821917808219, 
0.991780821917808, 1.00821917808219, 0.991780821917808, 1.00821917808219, 
0.997260273972603, 1.00821917808219, 0.991780821917808, 1.00821917808219, 
0.991780821917808, 1.00821917808219, 0.991780821917808, 1.00821917808219, 
0.997260273972603, 101.008219178082, 1.07123287671233, 1.05376712328767, 
1.07123287671233, 1.05376712328767, 1.07123287671233, 1.05376712328767, 
1.07123287671233, 1.05958904109589, 1.07123287671233, 1.05376712328767, 
1.07123287671233, 1.05376712328767, 1.07123287671233, 1.05376712328767, 
1.07123287671233, 1.05958904109589, 1.07123287671233, 101.053767123288, 
0.997260273972603, 1.00821917808219, 0.991780821917808, 1.00821917808219, 
0.991780821917808, 1.00821917808219, 0.991780821917808, 1.00821917808219, 
0.997260273972603, 1.00821917808219, 0.991780821917808, 1.00821917808219, 
0.991780821917808, 1.00821917808219, 0.991780821917808, 1.00821917808219, 
0.997260273972603, 1.00821917808219, 100.991780821918, 1.13424657534247, 
1.11575342465753, 1.13424657534247, 1.11575342465753, 1.13424657534247, 
1.11575342465753, 1.13424657534247, 1.12191780821918, 1.13424657534247, 
1.11575342465753, 1.13424657534247, 1.11575342465753, 1.13424657534247, 
1.11575342465753, 1.13424657534247, 1.12191780821918, 1.13424657534247, 
1.11575342465753, 101.134246575342, 0.81027397260274, 0.819178082191781, 
0.805821917808219, 0.819178082191781, 0.805821917808219, 
0.819178082191781, 0.805821917808219, 0.819178082191781, 
0.81027397260274, 0.819178082191781, 0.805821917808219, 0.819178082191781, 
0.805821917808219, 0.819178082191781, 0.805821917808219, 
0.819178082191781, 0.81027397260274, 0.819178082191781, 0.805821917808219, 
100.819178082192, 3.36575342465753, 3.4027397260274, 3.3472602739726, 
3.4027397260274, 3.3472602739726, 3.4027397260274, 3.3472602739726, 
3.4027397260274, 3.36575342465753, 3.4027397260274, 3.3472602739726, 
3.4027397260274, 3.3472602739726, 3.4027397260274, 3.3472602739726, 
3.4027397260274, 3.36575342465753, 3.4027397260274, 3.3472602739726, 
3.4027397260274, 103.347260273973, 3.27671232876712, 3.22328767123288, 
3.27671232876712, 3.22328767123288, 3.27671232876712, 3.22328767123288, 
3.27671232876712, 3.24109589041096, 3.27671232876712, 3.22328767123288, 
3.27671232876712, 3.22328767123288, 3.27671232876712, 3.22328767123288, 
3.27671232876712, 3.24109589041096, 3.27671232876712, 3.22328767123288, 
3.27671232876712, 3.22328767123288, 103.276712328767, 3.30342465753425, 
3.33972602739726, 3.28527397260274, 3.33972602739726, 3.28527397260274, 
3.33972602739726, 3.28527397260274, 3.33972602739726, 3.30342465753425, 
3.33972602739726, 3.28527397260274, 3.33972602739726, 3.28527397260274, 
3.33972602739726, 3.28527397260274, 3.33972602739726, 3.30342465753425, 
3.33972602739726, 3.28527397260274, 3.33972602739726, 3.28527397260274, 
103.339726027397, 3.17876712328767, 3.21369863013699, 3.16130136986301, 
3.21369863013699, 3.16130136986301, 3.21369863013699, 3.16130136986301, 
3.21369863013699, 3.17876712328767, 3.21369863013699, 3.16130136986301, 
3.21369863013699, 3.16130136986301, 3.21369863013699, 3.16130136986301, 
3.21369863013699, 3.17876712328767, 3.21369863013699, 3.16130136986301, 
3.21369863013699, 3.16130136986301, 3.21369863013699, 103.161301369863, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.03732876712329, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.0541095890411, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.03732876712329, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.0541095890411, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.03732876712329, 
3.08767123287671, 3.03732876712329, 103.087671232877, 2.74246575342466, 
2.77260273972603, 2.72739726027397, 2.77260273972603, 2.72739726027397, 
2.77260273972603, 2.72739726027397, 2.77260273972603, 2.74246575342466, 
2.77260273972603, 2.72739726027397, 2.77260273972603, 2.72739726027397, 
2.77260273972603, 2.72739726027397, 2.77260273972603, 2.74246575342466, 
2.77260273972603, 2.72739726027397, 2.77260273972603, 2.72739726027397, 
2.77260273972603, 2.72739726027397, 2.77260273972603, 102.742465753425, 
2.64657534246575, 2.60342465753425, 2.64657534246575, 2.60342465753425, 
2.64657534246575, 2.60342465753425, 2.64657534246575, 2.61780821917808, 
2.64657534246575, 2.60342465753425, 2.64657534246575, 2.60342465753425, 
2.64657534246575, 2.60342465753425, 2.64657534246575, 2.61780821917808, 
2.64657534246575, 2.60342465753425, 2.64657534246575, 2.60342465753425, 
2.64657534246575, 2.60342465753425, 2.64657534246575, 2.61780821917808, 
102.646575342466, 2.61780821917808, 2.64657534246575, 2.60342465753425, 
2.64657534246575, 2.60342465753425, 2.64657534246575, 2.60342465753425, 
2.64657534246575, 2.61780821917808, 2.64657534246575, 2.60342465753425, 
2.64657534246575, 2.60342465753425, 2.64657534246575, 2.60342465753425, 
2.64657534246575, 2.61780821917808, 2.64657534246575, 2.60342465753425, 
2.64657534246575, 2.60342465753425, 2.64657534246575, 2.60342465753425, 
2.64657534246575, 2.61780821917808, 102.646575342466, 3.0541095890411, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.03732876712329, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.0541095890411, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.03732876712329, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.0541095890411, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.03732876712329, 
3.08767123287671, 3.03732876712329, 3.08767123287671, 3.0541095890411, 
3.08767123287671, 103.037328767123, 3.15068493150685, 3.09931506849315, 
3.15068493150685, 3.09931506849315, 3.15068493150685, 3.09931506849315, 
3.15068493150685, 3.11643835616438, 3.15068493150685, 3.09931506849315, 
3.15068493150685, 3.09931506849315, 3.15068493150685, 3.09931506849315, 
3.15068493150685, 3.11643835616438, 3.15068493150685, 3.09931506849315, 
3.15068493150685, 3.09931506849315, 3.15068493150685, 3.09931506849315, 
3.15068493150685, 3.11643835616438, 3.15068493150685, 3.09931506849315, 
3.15068493150685, 103.099315068493, 2.68013698630137, 2.70958904109589, 
2.66541095890411, 2.70958904109589, 2.66541095890411, 2.70958904109589, 
2.66541095890411, 2.70958904109589, 2.68013698630137, 2.70958904109589, 
2.66541095890411, 2.70958904109589, 2.66541095890411, 2.70958904109589, 
2.66541095890411, 2.70958904109589, 2.68013698630137, 2.70958904109589, 
2.66541095890411, 2.70958904109589, 2.66541095890411, 2.70958904109589, 
2.66541095890411, 2.70958904109589, 2.68013698630137, 2.70958904109589, 
2.66541095890411, 2.70958904109589, 2.66541095890411, 102.709589041096, 
2.24383561643836, 2.26849315068493, 2.23150684931507, 2.26849315068493, 
2.23150684931507, 2.26849315068493, 2.23150684931507, 2.26849315068493, 
2.24383561643836, 2.26849315068493, 2.23150684931507, 2.26849315068493, 
2.23150684931507, 2.26849315068493, 2.23150684931507, 2.26849315068493, 
2.24383561643836, 2.26849315068493, 2.23150684931507, 2.26849315068493, 
2.23150684931507, 2.26849315068493, 2.23150684931507, 2.26849315068493, 
2.24383561643836, 2.26849315068493, 2.23150684931507, 2.26849315068493, 
2.23150684931507, 2.26849315068493, 2.23150684931507, 2.26849315068493, 
2.24383561643836, 2.26849315068493, 2.23150684931507, 2.26849315068493, 
2.23150684931507, 2.26849315068493, 2.23150684931507, 102.268493150685, 
2.36849315068493, 2.39452054794521, 2.35547945205479, 2.39452054794521, 
2.35547945205479, 2.39452054794521, 2.35547945205479, 2.39452054794521, 
2.36849315068493, 2.39452054794521, 2.35547945205479, 2.39452054794521, 
2.35547945205479, 2.39452054794521, 2.35547945205479, 2.39452054794521, 
2.36849315068493, 2.39452054794521, 2.35547945205479, 2.39452054794521, 
2.35547945205479, 2.39452054794521, 2.35547945205479, 2.39452054794521, 
2.36849315068493, 2.39452054794521, 2.35547945205479, 2.39452054794521, 
2.35547945205479, 2.39452054794521, 2.35547945205479, 2.39452054794521, 
2.36849315068493, 2.39452054794521, 2.35547945205479, 2.39452054794521, 
2.35547945205479, 2.39452054794521, 2.35547945205479, 2.39452054794521, 
2.36849315068493, 102.394520547945, 2.52054794520548, 2.47945205479452, 
2.52054794520548, 2.47945205479452, 2.52054794520548, 2.47945205479452, 
2.52054794520548, 2.49315068493151, 2.52054794520548, 2.47945205479452, 
2.52054794520548, 2.47945205479452, 2.52054794520548, 2.47945205479452, 
2.52054794520548, 2.49315068493151, 2.52054794520548, 2.47945205479452, 
2.52054794520548, 2.47945205479452, 2.52054794520548, 2.47945205479452, 
2.52054794520548, 2.49315068493151, 2.52054794520548, 2.47945205479452, 
2.52054794520548, 2.47945205479452, 2.52054794520548, 2.47945205479452, 
2.52054794520548, 2.49315068493151, 2.52054794520548, 2.47945205479452, 
2.52054794520548, 2.47945205479452, 2.52054794520548, 2.47945205479452, 
2.52054794520548, 2.49315068493151, 2.52054794520548, 102.479452054795, 
2.18150684931507, 2.20547945205479, 2.16952054794521, 2.20547945205479, 
2.16952054794521, 2.20547945205479, 2.16952054794521, 2.20547945205479, 
2.18150684931507, 2.20547945205479, 2.16952054794521, 2.20547945205479, 
2.16952054794521, 2.20547945205479, 2.16952054794521, 2.20547945205479, 
2.18150684931507, 2.20547945205479, 2.16952054794521, 2.20547945205479, 
2.16952054794521, 2.20547945205479, 2.16952054794521, 2.20547945205479, 
2.18150684931507, 2.20547945205479, 2.16952054794521, 2.20547945205479, 
2.16952054794521, 2.20547945205479, 2.16952054794521, 2.20547945205479, 
2.18150684931507, 2.20547945205479, 2.16952054794521, 2.20547945205479, 
2.16952054794521, 2.20547945205479, 2.16952054794521, 2.20547945205479, 
2.18150684931507, 2.20547945205479, 2.16952054794521, 102.205479452055, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 2.23150684931507, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 2.24383561643836, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 2.23150684931507, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 2.24383561643836, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 2.23150684931507, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 2.24383561643836, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 2.23150684931507, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 2.24383561643836, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 2.23150684931507, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 2.24383561643836, 
2.26849315068493, 2.23150684931507, 2.26849315068493, 102.231506849315, 
1.74520547945205, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.73561643835616, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.74520547945205, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.73561643835616, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.74520547945205, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.73561643835616, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.74520547945205, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.73561643835616, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.74520547945205, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.73561643835616, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.74520547945205, 1.76438356164384, 1.73561643835616, 1.76438356164384, 
1.73561643835616, 101.764383561644, 2.14246575342466, 2.10753424657534, 
2.14246575342466, 2.10753424657534, 2.14246575342466, 2.10753424657534, 
2.14246575342466, 2.11917808219178, 2.14246575342466, 2.10753424657534, 
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"ISSUDATE", "COUPONRATE", "PRICE", "ACCRUED", "CASHFLOWS", "TODAY"
))), .Names = "treasurybonds", class = "couponbonds")
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