Package: YieldCurve
Version: 5.1
Date: 2022-09-30
Title: Modelling and Estimation of the Yield Curve
Author: Sergio Salvino Guirreri
Maintainer: Sergio Salvino Guirreri <sergioguirreri@gmail.com>
Depends: R (>= 2.10), xts
Description: Modelling the yield curve with some parametric models. The
        models implemented are: Nelson, C.R., and A.F. Siegel (1987)
        <doi: 10.1086/296409>, Diebold, F.X. and Li, C. (2006) <doi:
        10.1016/j.jeconom.2005.03.005> and Svensson, L.E. (1994) <doi:
        10.3386/w4871>. The package also includes the data of the term
        structure of interest rate of Federal Reserve Bank and European
        Central Bank.
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2026-07-12 09:11:42 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2022-10-02 15:00:02 UTC
RemoteUrl: https://github.com/cran/YieldCurve
RemoteRef: HEAD
RemoteSha: 606ee5f1f17c146e827caca2d2e1226d49ed07d5