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SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction

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

Documentation:

Reference manual: SmithWilsonYieldCurve.pdf

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SmithWilsonYieldCurve to link to this page.

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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