SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction

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

Package details

AuthorPhil Joubert
MaintainerPhil Joubert <[email protected]>
Package repositoryView on CRAN
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SmithWilsonYieldCurve documentation built on May 29, 2017, 3:36 p.m.