Package: SmithWilsonYieldCurve 1.1.1

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.

Authors:Phil Joubert [aut, cre]

SmithWilsonYieldCurve_1.1.1.tar.gz
SmithWilsonYieldCurve_1.1.1.zip(r-4.5)SmithWilsonYieldCurve_1.1.1.zip(r-4.4)SmithWilsonYieldCurve_1.1.1.zip(r-4.3)
SmithWilsonYieldCurve_1.1.1.tgz(r-4.4-any)SmithWilsonYieldCurve_1.1.1.tgz(r-4.3-any)
SmithWilsonYieldCurve_1.1.1.tar.gz(r-4.5-noble)SmithWilsonYieldCurve_1.1.1.tar.gz(r-4.4-noble)
SmithWilsonYieldCurve_1.1.1.tgz(r-4.4-emscripten)SmithWilsonYieldCurve_1.1.1.tgz(r-4.3-emscripten)
SmithWilsonYieldCurve.pdf |SmithWilsonYieldCurve.html
SmithWilsonYieldCurve/json (API)

# Install 'SmithWilsonYieldCurve' in R:
install.packages('SmithWilsonYieldCurve', repos = c('https://philjoubert.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 4 scripts 157 downloads 2 exports 0 dependencies

Last updated 4 months agofrom:8808f67b8e. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 10 2024
R-4.5-winOKNov 10 2024
R-4.5-linuxOKNov 10 2024
R-4.4-winOKNov 10 2024
R-4.4-macOKNov 10 2024
R-4.3-winOKNov 10 2024
R-4.3-macOKNov 10 2024

Exports:fFitSmithWilsonYieldCurvefFitSmithWilsonYieldCurveToInstruments

Dependencies: