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.

Package details

AuthorPhil Joubert [aut, cre]
MaintainerPhil Joubert <phil.joubert@gmail.com>
LicenseGPL-3
Version1.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SmithWilsonYieldCurve")

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SmithWilsonYieldCurve documentation built on Sept. 12, 2024, 7:36 a.m.