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Dear Mr. Friedman,
How are you? I have two questions on the maRketSim.
The first is the Fed Reserve website have changed, and they don't allow the file download as in the code. Would you please review? The file is no longer stored
in the directory, it only offers a download package as a csv file.
David ( jxshen88 at that mail service run by Google )
- Federal Reserve Yield Curve for Treasuries on the secondary market -
URLdir <- "http://federalreserve.gov/releases/h15/data/Monthly/"
datadir <- "/tmp/"
files <- c('M1','M3','M6','Y1','Y2','Y3','Y5','Y7','Y10','Y20','Y30')
for(f in files) {
download.file(paste(URLdir,"H15_TCMNOM_",f,".txt",sep=""),paste(datadir,"H15_TCMNOM_",f,".txt",sep=""))
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