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fBonds (version 3042.78)
Rmetrics - Pricing and Evaluating Bonds
Description
It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.
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Version
Version
3042.78
3010.77
2160.76
2100.75
270.74
270.73
260.72
260.71
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Install
install.packages('fBonds')
Monthly Downloads
312
Version
3042.78
License
GPL (>= 2)
Maintainer
Tobias Setz
Last Published
November 15th, 2017
Functions in fBonds (3042.78)
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TermStructure
Term Structure Modelling
fBonds-package
Pricing and Evaluating Bonds