API for YieldCurve
Modelling and Estimation of the Yield Curve
| Global functions | |
|---|---|
| ECBYieldCurve | Man page |
| FedYieldCurve | Man page |
| NSrates | Man page |
| Nelson.Siegel | Man page |
| Srates | Man page |
| Svensson | Man page |
| YieldCurve | Man page |
| YieldCurve-package | Man page |
| `.NS.estimator` | Source code |
| `.NSS.estimator` | Source code |
| `.beta1Forward` | Source code |
| `.beta1Spot` | Source code |
| `.beta2Forward` | Source code |
| `.beta2Spot` | Source code |
| `.factorBeta1` | Source code |
| `.factorBeta2` | Source code |
| `Nelson.Siegel` | Source code |
| `Srates` | Source code |
| `Svensson` | Source code |
