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Fixed income mathematics made easy. A rich set of functions that helps with calculations of interest rates and fixed income. It has objects that abstract interest rates, compounding factors, day count rules, forward rates and term structure of interest rates. Many interpolation methods and parametric curve models commonly used by practitioners are implemented.
| Version: | 0.0.5 |
| Depends: | R (≥ 4.0.0) |
| Imports: | bizdays (≥ 1.0.0), methods, graphics, stats, grDevices, utils, ggplot2, scales |
| Suggests: | knitr, rmarkdown, rb3, dplyr, testthat (≥ 3.0.0) |
| Published: | 2023-06-30 |
| Author: | Wilson Freitas [aut, cre] |
| Maintainer: | Wilson Freitas <wilson.freitas at gmail.com> |
| BugReports: | https://github.com/wilsonfreitas/R-fixedincome/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/wilsonfreitas/R-fixedincome |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | fixedincome results |
| Reference manual: | fixedincome.pdf |
| Vignettes: |
Spot Rate Curve Indexing Spot Rate Curve Interpolation Plotting Spot Rate Curves |
| Package source: | fixedincome_0.0.5.tar.gz |
| Windows binaries: | r-devel: fixedincome_0.0.5.zip, r-release: fixedincome_0.0.5.zip, r-oldrel: fixedincome_0.0.5.zip |
| macOS binaries: | r-release (arm64): fixedincome_0.0.5.tgz, r-oldrel (arm64): fixedincome_0.0.5.tgz, r-release (x86_64): fixedincome_0.0.5.tgz, r-oldrel (x86_64): fixedincome_0.0.5.tgz |
| Old sources: | fixedincome 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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