Package: fBonds 3042.78

Tobias Setz

fBonds: Rmetrics - Pricing and Evaluating Bonds

It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.

Authors:Diethelm Wuertz [aut], Tobias Setz [cre]

fBonds_3042.78.tar.gz
fBonds_3042.78.tar.gz(r-4.5-noble)fBonds_3042.78.tar.gz(r-4.4-noble)
fBonds_3042.78.tgz(r-4.4-emscripten)fBonds_3042.78.tgz(r-4.3-emscripten)
fBonds.pdf |fBonds.html✨
fBonds/json (API)

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2 exports 0.00 score 7 dependencies 1 scripts 288 downloads

Last updated 7 years agofrom:c3c7d36242. Checks:OK: 2. Indexed: yes.

Exports:NelsonSiegelSvensson

Dependencies:fBasicsgssMASSspatialstabledisttimeDatetimeSeries