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yieldcurves 0.1.0

• Initial release.
• Nelson-Siegel (1987) and Svensson (1994) yield curve fitting with multi-start optimization and optional observation weights.
• Cubic spline interpolation via stats::splinefun.
• Forward rate extraction (analytical for NS/Svensson, numerical for splines).
• Discount factor computation with continuous, annual, and semi-annual compounding.
• Duration and convexity for zero-coupon bonds via yc_duration().
• Coupon bond duration, modified duration, and convexity via yc_bond_duration() (annual, semi-annual, or continuous compounding).
• Z-spread computation via yc_zspread().
• Key rate durations via yc_key_rate_duration().
• Par-to-zero and zero-to-par rate conversions via bootstrap stripping, supporting annual and semi-annual coupon frequencies.
• Principal component decomposition of yield curve time series.
• Carry and roll-down analysis.
• Slope measures (2s10s, 2s30s, butterfly) and level-slope-curvature decomposition.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.