Description
Smith-Wilson Yield Curve Construction.
Description
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.
package
r-SmithWilsonYieldCurve
Metadata
Version
1.1.1License
Unknown
Platforms (77)
Darwin
FreeBSD
Genode
GHCJS
Linux
MMIXware
NetBSD
none
OpenBSD
Redox
Solaris
WASI
Windows
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