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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

Install

install.packages('fBonds')

Monthly Downloads

305

Version

3042.78

License

GPL (>= 2)

Maintainer

Tobias Setz

Last Published

November 15th, 2017

Functions in fBonds (3042.78)

TermStructure

Term Structure Modelling
fBonds-package

Pricing and Evaluating Bonds