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ycinterextra: Yield curve or zero-coupon prices interpolation and extrapolation
Yield curve or zero-coupon prices interpolation and extrapolation using the Nelson-Siegel, Svensson, Smith-Wilson models, and Hermite cubic splines.
Getting started
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Package details |
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| Author | Thierry Moudiki |
| Maintainer | Thierry Moudiki <thierry.moudiki@gmail.com> |
| License | GPL-2 | GPL-3 |
| Version | 0.1 |
| Package repository | View on CRAN |
| Installation |
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