ECBYieldCurve | Yield curve data spot rate, AAA-rated bonds, maturities from... |
FedYieldCurve | Federal Reserve interest rates |
Nelson.Siegel | Estimation of the Nelson-Siegel parameters |
NSrates | Interest rates of the Nelson-Siegel's model. |
Srates | Interest rates of the Svensson's model. |
Svensson | Estimation of the Svensson parameters |
YieldCurve-package | Modelling and estimation of the yield curve |
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