Techtonique/ycinterextra: Yield curve or zero-coupon prices interpolation and extrapolation
Yield curve or zero-coupon prices interpolation and extrapolation using the Nelson-Siegel, Svensson, Smith-Wilson models, and Hermite cubic splines.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | T. Moudiki |
| Maintainer | T. Moudiki <thierry.moudiki@gmail.com> |
| License | BSD_3_clause Clear + file LICENSE |
| Version | 0.2.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
