API for yieldcurves
Yield Curve Fitting, Analysis, and Decomposition
| Global functions | |
|---|---|
| new_yc_curve | Source code |
| ns_instantaneous_forward | Source code |
| ns_loadings | Source code |
| ns_rate | Source code |
| plot.yc_curve | Man page Source code |
| plot.yc_pca | Man page Source code |
| print.yc_curve | Man page Source code |
| print.yc_pca | Man page Source code |
| summary.yc_curve | Man page Source code |
| summary.yc_pca | Man page Source code |
| sv_instantaneous_forward | Source code |
| sv_loadings | Source code |
| sv_rate | Source code |
| validate_maturities | Source code |
| validate_positive_scalar | Source code |
| validate_rates | Source code |
| validate_yc_curve | Source code |
| yc_bond_duration | Man page Source code |
| yc_carry | Man page Source code |
| yc_cubic_spline | Man page Source code |
| yc_curve | Man page Source code |
| yc_discount | Man page Source code |
| yc_duration | Man page Source code |
| yc_fit | Man page Source code |
| yc_forward | Man page Source code |
| yc_interpolate | Man page Source code |
| yc_key_rate_duration | Man page Source code |
| yc_level_slope_curvature | Man page Source code |
| yc_nelson_siegel | Man page Source code |
| yc_par_to_zero | Man page Source code |
| yc_pca | Man page Source code |
| yc_predict | Man page Source code |
| yc_slope | Man page Source code |
| yc_svensson | Man page Source code |
| yc_zero_to_par | Man page Source code |
| yc_zspread | Man page Source code |
| yieldcurves | Man page |
| yieldcurves-package | Man page |
