SmithWilsonYieldCurve
cranv1.1.1Smith-Wilson Yield Curve Construction. Constructs a yield curve by the Smith-Wilson method from a table of libor and swap rates. Now updated to take bond coupons and prices in the same table.
License GPL-3strong copyleft0 versions1 maintainers0 deps66 weekly dl
https://CRAN.R-project.org/package=SmithWilsonYieldCurve38
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curl https://depscope.dev/api/check/cran/SmithWilsonYieldCurveFirst published · 2024-07-12 15:49:17
Last updated · 2024-07-12T14:20:05+00:00