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:
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