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.

AuthorThierry Moudiki
Date of publication2013-12-18 07:32:51
MaintainerThierry Moudiki <thierry.moudiki@gmail.com>
LicenseGPL-2 | GPL-3
Version0.1

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