Package: SmithWilsonYieldCurve
Type: Package
Title: Smith-Wilson Yield Curve Construction
Version: 1.1.1
Date: 2024-07-11
Authors@R: c(person("Phil", "Joubert", role = c("aut", "cre"),
                     email = "phil.joubert@gmail.com"))
Description: 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.
License: GPL-3
Suggests: testthat
Collate: 'fWilson.R' 'fFitKernelWeights.R' 'fCreateCashflowMatrix.R'
        'fCreateTimeVector.R' 'fCreateKernelMatrix.R'
        'fFitSmithWilsonYieldCurve.R' 'fFitYieldCurve.R'
        'fFitSmithWilsonYieldCurveToInstruments.R' 'Utilities.R'
        'SmithWilsonYieldCurve.R' 'plot.SmithWilsonYieldCurve.R'
        'lines.SmithWilsonYieldCurve.R'
        'points.SmithWilsonYieldCurve.R'
Packaged: 2026-09-20 07:05:50 UTC; root
NeedsCompilation: no
RoxygenNote: 7.3.1
Author: Phil Joubert [aut, cre]
Maintainer: Phil Joubert <phil.joubert@gmail.com>
Repository: https://philjoubert.r-universe.dev
Date/Publication: 2024-07-13 02:42:44 UTC
RemoteUrl: https://github.com/cran/SmithWilsonYieldCurve
RemoteRef: HEAD
RemoteSha: 8808f67b8ecb6e0630d83df8015e366d14c64a79