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:
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)
# Install 'fBonds' in R: |
install.packages('fBonds', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 years agofrom:c3c7d36242. Checks:OK: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 18 2024 |
R-4.5-linux | OK | Dec 18 2024 |
Exports:NelsonSiegelSvensson
Dependencies:fBasicsgssMASSspatialstabledisttimeDatetimeSeries
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Pricing and Evaluating Bonds | fBonds-package fBonds |
Term Structure Modelling | NelsonSiegel Svensson TermStructure |