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.zip(r-4.7-any)fBonds_3042.78.zip(r-4.6-any)
fBonds_3042.78.tar.gz(r-4.7-any)fBonds_3042.78.tar.gz(r-4.6-any)
fBonds_3042.78.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
fBonds/json (API)

# Install 'fBonds' in R:
install.packages('fBonds', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

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

1.00 score 1 scripts 346 downloads 2 exports 7 dependencies

Last updated from:c3c7d36242. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK119
source / vignettesOK214
linux-releaseOK111
windows-develOK67
windows-releaseOK72
wasm-releaseOK100

Exports:NelsonSiegelSvensson

Dependencies:fBasicsgssMASSspatialstabledisttimeDatetimeSeries

Readme and manuals

Help Manual

Help pageTopics
Pricing and Evaluating BondsfBonds-package fBonds
Term Structure ModellingNelsonSiegel Svensson TermStructure