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.
|Author||Sergio Salvino Guirreri|
|Date of publication||2013-05-18 15:47:22|
|Maintainer||Sergio Salvino Guirreri <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on R-Forge|
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