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 <>
Package repositoryView on CRAN
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SmithWilsonYieldCurve documentation built on May 2, 2019, 2:16 a.m.