ycinterextra: Yield curve or zero-coupon prices interpolation and extrapolation

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Yield curve or zero-coupon prices interpolation and extrapolation using the Nelson-Siegel, Svensson, Smith-Wilson models, and Hermite cubic splines.

Author
Thierry Moudiki
Date of publication
2013-12-18 07:32:51
Maintainer
Thierry Moudiki <thierry.moudiki@gmail.com>
License
GPL-2 | GPL-3
Version
0.1

View on CRAN

Man pages

as.list
Conversion to a list
coeffs
Extraction of estimated coefficients
deviance
Residual sum of squares
fitted
Model fitted values
forwardrates
Forward rates extraction
residuals
Model residuals
ycextra
Yield curve or zero-coupon prices extrapolation
ycinter
Yield curve or zero-coupon prices interpolation
ycinterextra-package
Yield curve or zero-coupon prices interpolation and...
ycplot
Diagnostic plot
ycsummary
Comprehensive summary

Files in this package

ycinterextra
ycinterextra/NAMESPACE
ycinterextra/R
ycinterextra/R/ClassycInterp.R
ycinterextra/R/fonctions.R
ycinterextra/MD5
ycinterextra/DESCRIPTION
ycinterextra/man
ycinterextra/man/ycplot.Rd
ycinterextra/man/forwardrates.Rd
ycinterextra/man/deviance.Rd
ycinterextra/man/residuals.Rd
ycinterextra/man/ycinter.Rd
ycinterextra/man/ycsummary.Rd
ycinterextra/man/ycinterextra-package.Rd
ycinterextra/man/as.list.Rd
ycinterextra/man/fitted.Rd
ycinterextra/man/ycextra.Rd
ycinterextra/man/coeffs.Rd