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List: r-sig-finance
Subject: Re: [R-SIG-Finance] bonds/fixed income indices
From: "Jeff Ryan" <jeff.a.ryan () gmail ! com>
Date: 2008-10-22 18:58:23
Message-ID: e8e755250810221158q1ef71f51vb62c41fb4d048324 () mail ! gmail ! com
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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@Princeton.EDU)
<amkatz@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@yahoo.co.uk>
> Date: Wednesday, October 22, 2008 11:02 am
> Subject: [R-SIG-Finance] bonds/fixed income indices
> To: r-sig-finance@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
>>
>> _______________________________________________
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>
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--
Jeffrey Ryan
jeffrey.ryan@insightalgo.com
ia: insight algorithmics
www.insightalgo.com
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