Man pages for YieldCurve
Modelling and Estimation of the Yield Curve

ECBYieldCurveYield curve data spot rate, AAA-rated bonds, maturities from...
FedYieldCurveFederal Reserve interest rates
Nelson.SiegelEstimation of the Nelson-Siegel parameters
NSratesInterest rates of the Nelson-Siegel's model.
SratesInterest rates of the Svensson's model.
SvenssonEstimation of the Svensson parameters
YieldCurve-packageModelling and estimation of the yield curve
YieldCurve documentation built on Oct. 2, 2022, 5:08 p.m.