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SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction
Constructs a yield curve by the Smith-Wilson method from a table of libor and swap rates. Now updated to take bond coupons and prices in the same table.
Getting started
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Package details |
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| Author | Phil Joubert [aut, cre] |
| Maintainer | Phil Joubert <phil.joubert@gmail.com> |
| License | GPL-3 |
| Version | 1.1.1 |
| Package repository | View on CRAN |
| Installation |
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