SmithWilsonYieldCurve (version 1.0.1)

Smith-Wilson Yield Curve Construction

Description

Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates

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Install

install.packages('SmithWilsonYieldCurve')

Monthly Downloads

11

Version

1.0.1

License

GPL-3

Maintainer

Last Published

June 19th, 2013

Functions in SmithWilsonYieldCurve (1.0.1)