Man pages for yieldcurves
Yield Curve Fitting, Analysis, and Decomposition
| plot.yc_curve | Plot Method for Yield Curve Objects |
| plot.yc_pca | Plot Method for Yield Curve PCA Objects |
| print.yc_curve | Print Method for Yield Curve Objects |
| print.yc_pca | Print Method for Yield Curve PCA Objects |
| summary.yc_curve | Summary Method for Yield Curve Objects |
| summary.yc_pca | Summary Method for Yield Curve PCA Objects |
| yc_bond_duration | Coupon Bond Duration and Convexity |
| yc_carry | Carry and Roll-Down Analysis |
| yc_cubic_spline | Fit Cubic Spline Yield Curve |
| yc_curve | Create a Yield Curve Object |
| yc_discount | Compute Discount Factors |
| yc_duration | Duration and Convexity |
| yc_fit | Fit a Yield Curve |
| yc_forward | Extract Forward Rates |
| yc_interpolate | Interpolate Yield Curve |
| yc_key_rate_duration | Key Rate Durations |
| yc_level_slope_curvature | Extract Level, Slope, and Curvature Factors |
| yc_nelson_siegel | Fit Nelson-Siegel Yield Curve |
| yc_par_to_zero | Convert Par Rates to Zero Rates |
| yc_pca | Principal Component Analysis of Yield Curves |
| yc_predict | Predict Rates from a Fitted Yield Curve |
| yc_slope | Yield Curve Slope Measures |
| yc_svensson | Fit Svensson Yield Curve |
| yc_zero_to_par | Convert Zero Rates to Par Rates |
| yc_zspread | Z-Spread |
| yieldcurves-package | yieldcurves: Yield Curve Fitting, Analysis, and Decomposition |
