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 May 2, 2019, 9:47 a.m.