Yield curve or zero-coupon prices interpolation and extrapolation using the Nelson-Siegel, Svensson, Smith-Wilson models, and Hermite cubic splines.
| Version: | 0.1 |
| Depends: | compiler, methods |
| Imports: | graphics, mcGlobaloptim |
| Published: | 2013-12-18 |
| Author: | Thierry Moudiki |
| Maintainer: | Thierry Moudiki <thierry.moudiki at gmail.com> |
| License: | GPL-2 | GPL-3 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | ycinterextra results |
| Reference manual: | ycinterextra.pdf |
| Package source: | ycinterextra_0.1.tar.gz |
| Windows binaries: | r-devel: ycinterextra_0.1.zip, r-release: ycinterextra_0.1.zip, r-oldrel: ycinterextra_0.1.zip |
| macOS binaries: | r-release (arm64): ycinterextra_0.1.tgz, r-release (x86_64): ycinterextra_0.1.tgz, r-oldrel: ycinterextra_0.1.tgz |
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