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.
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1.1.1 by Phil Joubert, 2 years ago
Browse source code at https://github.com/cran/SmithWilsonYieldCurve
Authors: Phil Joubert [aut, cre]
Documentation: PDF Manual
GPL-3 license
Suggests testthat
See at CRAN