joergrieger/RYieldCurve: Estimate Yield Curve Models
Package to Estimate Yield Curve Models. Users have the choice between several yield curve models, such as the Dynamic Nelson-Siegel or the Dynamic Svensson-Söderlind Model. The package automatically computes term premia and expected interest rates and has functions for plotting.
Getting started
Browse package contents
Package details |
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| Author | Joerg Rieger |
| Maintainer | Joerg Rieger <joerg.rieger.jr@gmail.com> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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