DeRezende.Ferreira-pkg | Zero Coupon Yield Curve Modelling |
DRF.5F.rates | Estimation of spot rates with the De Rezende-Ferreira 5... |
DRF.5F.tFix | Estimation of the De Rezende-Ferreira 5 Factor model's... |
DRF.5F.tVar | Estimation of the De Rezende-Ferreira 5 Factor model's... |
ZC_Brazil | Zero-Coupon interest rates |
ZC_China | Zero-Coupon interest rates |
ZC_India | Zero-Coupon interest rates |
ZC_Russia | Zero-Coupon interest rates |
ZC_SouthAfrica | Zero-Coupon interest rates |
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