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fBonds: Rmetrics - Pricing and Evaluating Bonds
It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.
Getting started
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Package details |
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| Author | Diethelm Wuertz [aut], Tobias Setz [cre] |
| Maintainer | Tobias Setz <tobias.setz@live.com> |
| License | GPL (>= 2) |
| Version | 3042.78 |
| URL | http://www.rmetrics.org |
| Package repository | View on CRAN |
| Installation |
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