Nyeley/dmdl2: 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

AuthorTetteng Gaduel <tettet@usi.ch>, Phoebe Staenz <phoebe.staenz@usi.ch>
MaintainerTetteng Gaduel <tettet@usi.ch>, Phoebe Staenz <phoebe.staenz@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/dmdl2")
Nyeley/dmdl2 documentation built on June 4, 2019, 5:15 p.m.