00fBonds-package: Pricing and Evaluating Bonds
In fBonds: Rmetrics - Pricing and Evaluating Bonds

Description Details 1 Introduction 2 Term Structure Calculation About Rmetrics

The Rmetrics "fBonds" package is a collection of functions for pricing and evaluating bonds and to compute term structures.

        Package:    \tab fBonds\cr
        Type:       \tab Package\cr
        Version:    \tab R 3.0.1\cr
        Date:       \tab 2014\cr
        License:    \tab GPL Version 2 or later\cr
        Copyright:  \tab (c) 1999-2014 Rmetrics Assiciation\cr
        URL:        \tab \url{https://www.rmetrics.org}

This section provides functions to valuate Bonds and to calculate term structures.

This section provides two functions for term structure modelling based on the Nelson-Siegel, and on the Svennson approach.

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    NelsonSiegel    models Nelson-Siegel Term Structure
    Svensson        models Nelson-Siegel-Svensson Term Structure

The fBonds Rmetrics package is written for educational support in teaching "Computational Finance and Financial Engineering" and licensed under the GPL.

fBonds documentation built on May 1, 2019, 9:17 p.m.