ycinterextra: Yield curve or zero-coupon prices interpolation and extrapolation
Version 0.1

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

Browse man pages Browse package API and functions Browse package files

AuthorThierry Moudiki
Date of publication2013-12-18 07:32:51
MaintainerThierry Moudiki <thierry.moudiki@gmail.com>
LicenseGPL-2 | GPL-3
Version0.1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ycinterextra")

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

Functions

as.list Man page Source code
bootstrapswapcurve Source code
coeffs Man page Source code
deviance Man page Source code
euriborfromprice Source code
fitted Man page Source code
forwardrates Man page Source code
fwdrate Source code
hermitecubicspline Source code
pricefromeuribor Source code
residuals Man page Source code
tZC_NS Source code
tZC_NS_extra Source code
tZC_SV Source code
tZC_SV_extra Source code
tZC_SW Source code
ycExtrapolation Source code
ycInterpolation Source code
ycextra Man page Source code
ycinter Man page Source code
ycinterextra Man page
ycinterextra-package Man page
ycplot Man page Source code
ycsummary Man page Source code

Files

NAMESPACE
R
R/ClassycInterp.R
R/fonctions.R
MD5
DESCRIPTION
man
man/ycplot.Rd
man/forwardrates.Rd
man/deviance.Rd
man/residuals.Rd
man/ycinter.Rd
man/ycsummary.Rd
man/ycinterextra-package.Rd
man/as.list.Rd
man/fitted.Rd
man/ycextra.Rd
man/coeffs.Rd
ycinterextra documentation built on May 29, 2017, 10:50 a.m.