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

Documentation

Manual: SmithWilsonYieldCurve.pdf
Vignette: None available.

Maintainer: Phil Joubert <phil.joubert at not-normal-consulting.co.uk>

Author(s): Phil Joubert

Install package and any missing dependencies by running this line in your R console:

install.packages("SmithWilsonYieldCurve")

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Package SmithWilsonYieldCurve
Materials
URL
Task Views Finance
Version 1.0.1
Published 2013-06-19
License GPL-3
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NeedsCompilation no
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Package source SmithWilsonYieldCurve_1.0.1.tar.gz