The Rmetrics "fBonds" package is a collection of functions for pricing and evaluating bonds and to compute term structures.
1 2 3 4 5 6 7 8
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.
1 2 3
fBonds Rmetrics package is written for educational
support in teaching "Computational Finance and Financial Engineering"
and licensed under the GPL.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.