fBonds: Rmetrics - Pricing and Evaluating Bonds

It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre]
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
Version3042.78
URL http://www.rmetrics.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fBonds")

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fBonds documentation built on Nov. 17, 2017, 4:36 a.m.