{
  "_id": "6a535ae99b92047c28d58653",
  "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>",
  "Description": "Modelling the yield curve with some parametric models. The\nmodels implemented are: Nelson, C.R., and A.F. Siegel (1987)\n<doi: 10.1086/296409>, Diebold, F.X. and Li, C. (2006) <doi:\n10.1016/j.jeconom.2005.03.005> and Svensson, L.E. (1994) <doi:\n10.3386/w4871>. The package also includes the data of the term\nstructure of interest rate of Federal Reserve Bank and European\nCentral Bank.",
  "License": "GPL (>= 2)",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-07-12 09:11:42 UTC",
    "User": "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",
  "_user": "cran",
  "_type": "src",
  "_file": "YieldCurve_5.1.tar.gz",
  "_fileid": "https://r2.ropensci.org/52e93bd6ac4f4374c791499b63b536ad9496c774a9c1f8280efc35adec41abf8",
  "_filesize": 233500,
  "_sha256": "52e93bd6ac4f4374c791499b63b536ad9496c774a9c1f8280efc35adec41abf8",
  "_expires": "2026-10-20T09:14:15.000Z",
  "_created": "2026-07-12T09:11:42.000Z",
  "_published": "2026-07-12T09:14:17.476Z",
  "_jobs": [
    {
      "job": 86635045970,
      "time": 114,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "8258356329"
    },
    {
      "job": 86635045986,
      "time": 110,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8258355873"
    },
    {
      "job": 86634839337,
      "time": 162,
      "config": "source",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8258340047"
    },
    {
      "job": 86635045967,
      "time": 110,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "8258355660"
    }
  ],
  "_host": "GitHub-Actions",
  "_buildurl": "https://github.com/r-universe/cran/actions/runs/29186990488",
  "_status": "success",
  "_upstream": "https://github.com/cran/YieldCurve",
  "_commit": {
    "id": "606ee5f1f17c146e827caca2d2e1226d49ed07d5",
    "author": "Sergio Salvino Guirreri <sergioguirreri@gmail.com>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 5.1\n",
    "time": 1664722802
  },
  "_maintainer": {
    "name": "Sergio Salvino Guirreri",
    "email": "sergioguirreri@gmail.com"
  },
  "_distro": "resolute",
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 2.10",
      "role": "Depends"
    },
    {
      "package": "xts",
      "role": "Depends"
    }
  ],
  "_owner": "cran",
  "_selfowned": false,
  "_usedby": 0,
  "_updates": [],
  "_tags": [],
  "_stars": 5,
  "_userbio": {
    "uuid": 6899542,
    "type": "organization",
    "name": "cran",
    "followers": 618,
    "description": "Unofficial read-only mirror of all CRAN R packages"
  },
  "_downloads": {
    "count": 514,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/YieldCurve"
  },
  "_searchresults": 76,
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/YieldCurve.html",
    "manual.pdf"
  ],
  "_realowner": "cran",
  "_cranurl": false,
  "_releases": [
    {
      "version": "1.0",
      "date": "2009-08-04"
    },
    {
      "version": "2.0",
      "date": "2009-11-04"
    },
    {
      "version": "3.0",
      "date": "2010-07-24"
    },
    {
      "version": "3.1",
      "date": "2012-10-29"
    },
    {
      "version": "4.0",
      "date": "2012-12-04"
    },
    {
      "version": "4.1",
      "date": "2013-01-30"
    },
    {
      "version": "5.1",
      "date": "2022-10-02"
    }
  ],
  "_exports": [
    ".beta1Forward",
    ".beta1Spot",
    ".beta2Forward",
    ".beta2Spot",
    ".factorBeta1",
    ".factorBeta2",
    ".NS.estimator",
    ".NSS.estimator",
    "Nelson.Siegel",
    "NSrates",
    "Srates",
    "Svensson"
  ],
  "_datasets": [
    {
      "name": "ECBYieldCurve",
      "title": "Yield curve data spot rate, AAA-rated bonds, maturities from 3 months to 30 years",
      "object": "ECBYieldCurve",
      "file": "ECBYieldCurve.rda",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "X3M",
        "X6M",
        "X1Y",
        "X2Y",
        "X3Y",
        "X4Y",
        "X5Y",
        "X6Y",
        "X7Y",
        "X8Y",
        "X9Y",
        "X10Y",
        "X11Y",
        "X12Y",
        "X13Y",
        "X14Y",
        "X15Y",
        "X16Y",
        "X17Y",
        "X18Y",
        "X19Y",
        "X20Y",
        "X21Y",
        "X22Y",
        "X23Y",
        "X24Y",
        "X25Y",
        "X26Y",
        "X27Y",
        "X28Y",
        "X29Y",
        "X30Y"
      ],
      "rows": 655,
      "table": true,
      "tojson": false
    },
    {
      "name": "FedYieldCurve",
      "title": "Federal Reserve interest rates",
      "object": "FedYieldCurve",
      "file": "FedYieldCurve.rda",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "R_3M",
        "R_6M",
        "R_1Y",
        "R_2Y",
        "R_3Y",
        "R_5Y",
        "R_7Y",
        "R_10Y"
      ],
      "rows": 372,
      "table": true,
      "tojson": false
    }
  ],
  "_help": [
    {
      "page": "YieldCurve-package",
      "title": "Modelling and estimation of the yield curve",
      "topics": [
        "YieldCurve-package",
        "YieldCurve"
      ]
    },
    {
      "page": "ECBYieldCurve",
      "title": "Yield curve data spot rate, AAA-rated bonds, maturities from 3 months to 30 years",
      "topics": [
        "ECBYieldCurve"
      ]
    },
    {
      "page": "FedYieldCurve",
      "title": "Federal Reserve interest rates",
      "topics": [
        "FedYieldCurve"
      ]
    },
    {
      "page": "Nelson.Siegel",
      "title": "Estimation of the Nelson-Siegel parameters",
      "topics": [
        "Nelson.Siegel"
      ]
    },
    {
      "page": "NSrates",
      "title": "Interest rates of the Nelson-Siegel's model.",
      "topics": [
        "NSrates"
      ]
    },
    {
      "page": "Srates",
      "title": "Interest rates of the Svensson's model.",
      "topics": [
        "Srates"
      ]
    },
    {
      "page": "Svensson",
      "title": "Estimation of the Svensson parameters",
      "topics": [
        "Svensson"
      ]
    }
  ],
  "_rundeps": [
    "lattice",
    "xts",
    "zoo"
  ],
  "_score": 2.57978359661681,
  "_indexed": true,
  "_nocasepkg": "yieldcurve",
  "_universes": [
    "cran"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "5.1",
      "date": "2026-07-12T09:13:39.000Z",
      "distro": "resolute",
      "commit": "606ee5f1f17c146e827caca2d2e1226d49ed07d5",
      "fileid": "https://r2.ropensci.org/ad27e27bb2aaab4857cf6fa4f3a55a06077e64b3384ecd77f2b1c4ccb617d5a4",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/29186990488"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "5.1",
      "date": "2026-07-12T09:13:36.000Z",
      "distro": "resolute",
      "commit": "606ee5f1f17c146e827caca2d2e1226d49ed07d5",
      "fileid": "https://r2.ropensci.org/b60b70c89e973b8bb2f53cafc360fde3259c6bb0637475d283c436fcce6ecea2",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/29186990488"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "5.1",
      "date": "2026-07-12T09:13:48.000Z",
      "commit": "606ee5f1f17c146e827caca2d2e1226d49ed07d5",
      "fileid": "https://r2.ropensci.org/cea9526ef5eaf0fae8d896db792c3c6e71155324576e7806ca194e32b003c09d",
      "status": "success",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/29186990488"
    }
  ]
}