Nyeley/dmdl: Duration gap analysis

The package aids in the measurement and observation of interest rate risk on the net worth of a financial intermediator.

Getting started

Package details

AuthorPhoebe Staenz <phoebe.staenz@usi.ch>, Tetteng Gaduel <Tettet.gaduel@usi.ch>
MaintainerPhoebe Staenz <phoebe.staenz@usi.ch>, Tetteng Gaduel <Tettet.gaduel@usi.ch>
LicenseGPL-3
Version0.1.8
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("Nyeley/dmdl")
Nyeley/dmdl documentation built on June 5, 2019, 12:40 a.m.