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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 months agofrom:8808f67b8e. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 10 2024 |
R-4.5-win | OK | Nov 10 2024 |
R-4.5-linux | OK | Nov 10 2024 |
R-4.4-win | OK | Nov 10 2024 |
R-4.4-mac | OK | Nov 10 2024 |
R-4.3-win | OK | Nov 10 2024 |
R-4.3-mac | OK | Nov 10 2024 |
Exports:fFitSmithWilsonYieldCurvefFitSmithWilsonYieldCurveToInstruments
Dependencies: