Man pages for DavisVaughan/ratekit
A set of interest rate helpers
| barbell_weights | Calculate the weights of a duration matched barbell hedging... |
| download_rates_xls | Download the rates data from the Federal Reserve |
| duration | Calculate the duration of a bond |
| kurtosis | Calculate the kurtosis of a numeric series |
| list_named | Create a named list using the quoted names of the list... |
| price_bond | Price a coupon bond |
| read_rates | Read in only the rates data |
| skewness | Calculate the skewness of a numeric series |
| spot_rate_factory | Create the Gurkaynak, Sack, and Wright spot rate function |
| zero_bond_price_factory | Calculate zero coupon bond prices from spot rates |
