The Rmetrics "fBonds" package is a collection of functions for pricing and evaluating bonds and to compute term structures.
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This section provides functions to valuate Bonds and to calculate term structures.
This section provides two functions for term structure modelling based on the Nelson-Siegel, and on the Svennson approach.
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fBonds Rmetrics package is written for educational
support in teaching "Computational Finance and Financial Engineering"
and licensed under the GPL.