Rmetrics - Pricing and Evaluating Bonds

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


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Reference manual

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install.packages("fBonds")

3042.78 by Tobias Setz, 2 years ago


http://www.rmetrics.org


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