fBonds-package | R Documentation |
The Rmetrics "fBonds" package is a collection of functions for pricing and evaluating bonds and to compute term structures.
Package: \tab fBonds\cr Type: \tab Package\cr Version: \tab R 3.0.1\cr Date: \tab 2014\cr License: \tab GPL Version 2 or later\cr Copyright: \tab (c) 1999-2014 Rmetrics Assiciation\cr URL: \tab \url{https://www.rmetrics.org}
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.
NelsonSiegel models Nelson-Siegel Term Structure Svensson models Nelson-Siegel-Svensson Term Structure
The fBonds
Rmetrics package is written for educational
support in teaching "Computational Finance and Financial Engineering"
and licensed under the GPL.
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