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YieldCurve: Modelling and estimation of the yield curve
Modelling the yield curve with some parametric models. The models implemented are: Nelson-Siegel, Diebold-Li and Svensson. The package also includes the data of the term structure of interest rate of Federal Reserve Bank and European Central Bank.
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Package details |
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| Author | Sergio Salvino Guirreri |
| Maintainer | Sergio Salvino Guirreri <sergioguirreri@gmail.com> |
| License | GPL (>= 2) |
| Version | 4.1 |
| URL | http://www.guirreri.host22.com |
| Package repository | View on R-Forge |
| Installation |
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