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fBonds: Rmetrics - Pricing and Evaluating Bonds
It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.
Getting started
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Package details |
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| Author | Diethelm Wuertz [aut], Tobias Setz [aut,cre], Yohan Chalabi [aut] |
| Maintainer | Bernhard Pfaff <bernhard@pfaffikus.de> |
| License | GPL (>= 2) |
| Version | 4021.79 |
| URL | https://www.rmetrics.org |
| Package repository | View on R-Forge |
| Installation |
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