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Constructs a yield curve by the Smith-Wilson method from a table of libor and swap rates. Now updated to take bond coupons and prices in the same table.
| Version: | 1.1.1 |
| Suggests: | testthat |
| Published: | 2024-07-12 |
| DOI: | 10.32614/CRAN.package.SmithWilsonYieldCurve |
| Author: | Phil Joubert [aut, cre] |
| Maintainer: | Phil Joubert <phil.joubert at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | SmithWilsonYieldCurve results |
| Reference manual: | SmithWilsonYieldCurve.pdf |
| Package source: | SmithWilsonYieldCurve_1.1.1.tar.gz |
| Windows binaries: | r-devel: SmithWilsonYieldCurve_1.1.1.zip, r-release: SmithWilsonYieldCurve_1.1.1.zip, r-oldrel: SmithWilsonYieldCurve_1.1.1.zip |
| macOS binaries: | r-release (arm64): SmithWilsonYieldCurve_1.1.1.tgz, r-oldrel (arm64): SmithWilsonYieldCurve_1.1.1.tgz, r-release (x86_64): SmithWilsonYieldCurve_1.1.1.tgz, r-oldrel (x86_64): SmithWilsonYieldCurve_1.1.1.tgz |
| Old sources: | SmithWilsonYieldCurve archive |
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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.
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