SmithWilsonYieldCurve: Smith-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.

Version:	1.1.1
Suggests:	testthat
Published:	2024-07-12
Author:	Phil Joubert [aut, cre]
Maintainer:	Phil Joubert <phil.joubert at gmail.com>
License:	GPL-3
NeedsCompilation:	no
CRAN checks:	SmithWilsonYieldCurve results

Documentation:

Reference manual:

SmithWilsonYieldCurve.html , SmithWilsonYieldCurve.pdf

Downloads:

Package source:	SmithWilsonYieldCurve_1.1.1.tar.gz
Windows binaries:	r-devel: SmithWilsonYieldCurve_1.1.1.zip, r-release: SmithWilsonYieldCurve_1.1.1.zip, r-oldrel: SmithWilsonYieldCurve_1.1.1.zip
macOS binaries:	r-release (arm64): SmithWilsonYieldCurve_1.1.1.tgz, r-oldrel (arm64): SmithWilsonYieldCurve_1.1.1.tgz, r-release (x86_64): SmithWilsonYieldCurve_1.1.1.tgz, r-oldrel (x86_64): SmithWilsonYieldCurve_1.1.1.tgz
Old sources:	SmithWilsonYieldCurve archive

Linking:

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