fBonds: Bonds and Interest Rate Models

Environment for teaching "Financial Engineering and Computational Finance"

Install the latest version of this package by entering the following in R:
install.packages("fBonds")
AuthorDiethelm Wuertz and many others, see the SOURCE file
Date of publication2013-12-17 23:16:42
MaintainerYohan Chalabi <yohan.chalabi@rmetrics.org>
LicenseGPL (>= 2)
Version3010.77
http://www.rmetrics.org

View on CRAN

Functions

NelsonSiegel Man page
Svensson Man page
TermStructure Man page

Files

NAMESPACE
R
R/TermStructure.R R/zzz.R
MD5
DESCRIPTION
ChangeLog
man
man/TermStructure.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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