grfiv/ustreasuries: Treasury Data Download, Fixed-Income Models and Derivative Analyses
Download US Treasury yields from 1962, bond price data from 2010 and provide analyses. All the standard options formulas are provided, tested against Hull's seventh edition, including all the Greeks.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 1.0.0 |
| URL | https://github.com/grfiv/ustreasuries |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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