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-4.7-any)SmithWilsonYieldCurve_1.1.1.zip(r-4.6-any)SmithWilsonYieldCurve_1.1.1.zip(r-4.5-any)
SmithWilsonYieldCurve_1.1.1.tgz(r-4.6-any)SmithWilsonYieldCurve_1.1.1.tgz(r-4.5-any)
SmithWilsonYieldCurve_1.1.1.tar.gz(r-4.7-any)SmithWilsonYieldCurve_1.1.1.tar.gz(r-4.6-any)
SmithWilsonYieldCurve_1.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
SmithWilsonYieldCurve/json (API)

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

On CRAN:

Conda:

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 185 downloads 2 exports 0 dependencies

Last updated from:8808f67b8e. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK104
source / vignettesOK179
linux-releaseOK142
macos-releaseOK114
macos-oldrelOK123
windows-develOK53
windows-releaseOK54
windows-oldrelOK60
wasm-releaseOK90

Exports:fFitSmithWilsonYieldCurvefFitSmithWilsonYieldCurveToInstruments

Dependencies: