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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 |
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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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