SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction
Version 1.0.1

Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates

Package details

AuthorPhil Joubert
Date of publication2013-06-19 17:42:29
MaintainerPhil Joubert <phil.joubert@not-normal-consulting.co.uk>
LicenseGPL-3
Version1.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SmithWilsonYieldCurve")

Try the SmithWilsonYieldCurve package in your browser

Any scripts or data that you put into this service are public.

SmithWilsonYieldCurve documentation built on May 29, 2017, 3:36 p.m.