Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates
| Version: | 1.0.1 |
| Suggests: | testthat |
| Published: | 2013-06-19 |
| Author: | Phil Joubert |
| Maintainer: | Phil Joubert <phil.joubert at not-normal-consulting.co.uk> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | Finance |
| CRAN checks: | SmithWilsonYieldCurve results |
| Reference manual: | SmithWilsonYieldCurve.pdf |
| Package source: | SmithWilsonYieldCurve_1.0.1.tar.gz |
| Windows binaries: | r-devel: SmithWilsonYieldCurve_1.0.1.zip, r-release: SmithWilsonYieldCurve_1.0.1.zip, r-oldrel: SmithWilsonYieldCurve_1.0.1.zip |
| macOS binaries: | r-release: SmithWilsonYieldCurve_1.0.1.tgz, r-oldrel: SmithWilsonYieldCurve_1.0.1.tgz |
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