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r-SmithWilsonYieldCurve

Description

Smith-Wilson Yield Curve Construction.

Description
cran.r-project.org
Constructs a yield curve by the Smith-Wilson method from a table of libor and swap rates. Now updated to take bond coupons and prices in the same table.
Metadata

Version

1.1.1

License

Unknown

Status

BrokenNo
InsecureNo
UnfreeNo
UnsupportedNo

Source

pkgs/development/r-modules/generic-builder.nix:56

Homepage

https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/

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    FreeBSD
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