Rmetrics - Pricing and Evaluating Bonds

It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.


Reference manual

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3042.78 by Tobias Setz, 3 years ago


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

Authors: Diethelm Wuertz [aut] , Tobias Setz [cre]

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL (>= 2) license

Imports graphics, stats

Depends on timeDate, timeSeries, fBasics

Suggests RUnit

See at CRAN