fBonds: Rmetrics - Pricing and Evaluating Bonds

It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre]
MaintainerTobias Setz <tobias.setz@live.com>
LicenseGPL (>= 2)
URL http://www.rmetrics.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fBonds", repos="http://R-Forge.R-project.org")

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fBonds documentation built on May 2, 2019, 4:47 p.m.