Smith-Wilson Yield Curve Construction

Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates


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Reference manual

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install.packages("SmithWilsonYieldCurve")

1.0.1 by Phil Joubert, 6 years ago


Browse source code at https://github.com/cran/SmithWilsonYieldCurve


Authors: Phil Joubert


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL-3 license


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See at CRAN