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.

Package details

AuthorThierry Moudiki
MaintainerThierry Moudiki <[email protected]>
LicenseGPL-2 | GPL-3
Version0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ycinterextra")

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ycinterextra documentation built on May 1, 2019, 8:02 p.m.