MultiATSM

cranv1.5.1-1

Multicountry Term Structure of Interest Rates Models. Package for estimating, analyzing, and forecasting multi-country macro-finance affine term structure models (ATSMs). All setups build on the single-country unspanned macroeconomic risk framework from Joslin, Priebsch, and Singleton (2014, JF) <doi:10.1111/jofi.12131>. Multicountry extensions by Joti

License GPL-2 | GPL-30 versions1 maintainers5 deps84 weekly dl
rubensmoura87/MultiATSM
47
/ 100
Health
safe to use

[email protected] is safe to use (health: 47/100)

Health breakdown0 – 100
20/25
maintenance
0/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known

Health History

Dependency Tree

License Audit

API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/MultiATSM

First published · 2026-02-26 19:36:07

Last updated · 2026-02-26T17:30:03+00:00