{ "_id": "6a114112acfb0bcc41ce6775", "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\"),\nemail = \"phil.joubert@gmail.com\"))", "Description": "Constructs a yield curve by the Smith-Wilson method from a\ntable of libor and swap rates. Now updated to take bond coupons\nand prices in the same table.", "License": "GPL-3", "Collate": "'fWilson.R' 'fFitKernelWeights.R' 'fCreateCashflowMatrix.R'\n'fCreateTimeVector.R' 'fCreateKernelMatrix.R'\n'fFitSmithWilsonYieldCurve.R' 'fFitYieldCurve.R'\n'fFitSmithWilsonYieldCurveToInstruments.R' 'Utilities.R'\n'SmithWilsonYieldCurve.R' 'plot.SmithWilsonYieldCurve.R'\n'lines.SmithWilsonYieldCurve.R'\n'points.SmithWilsonYieldCurve.R'", "Packaged": { "Date": "2026-05-23 05:51:20 UTC", "User": "root" }, "NeedsCompilation": "no", "RoxygenNote": "7.3.1", "Author": "Phil Joubert [aut, cre]", "Maintainer": "Phil Joubert ", "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", "MD5sum": "1b0dc352445ab848e333a0ab9b4fef08", "_user": "philjoubert", "_type": "src", "_file": "SmithWilsonYieldCurve_1.1.1.tar.gz", "_fileid": "617a0a7921fb0acb2d743ffdee11a2577e87dc024c3e188ab093c3a95f7b095a", "_filesize": 253874, "_sha256": "617a0a7921fb0acb2d743ffdee11a2577e87dc024c3e188ab093c3a95f7b095a", "_created": "2026-05-23T05:51:20.000Z", "_published": "2026-05-23T05:54:26.261Z", "_distro": "noble", "_jobs": [ { "job": 77501149539, "time": 103, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7174703261" }, { "job": 77501149528, "time": 108, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7174703742" }, { "job": 77501149530, "time": 159, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7174706436" }, { "job": 77501149518, "time": 105, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7174701746" }, { "job": 77500988289, "time": 179, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7174692640" }, { "job": 77501149517, "time": 85, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7174701459" }, { "job": 77501149534, "time": 63, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7174699257" }, { "job": 77501149559, "time": 85, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7174702105" }, { "job": 77501149563, "time": 59, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7174698832" } ], "_buildurl": "https://github.com/r-universe/philjoubert/actions/runs/26325002597", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/SmithWilsonYieldCurve", "_commit": { "id": "8808f67b8ecb6e0630d83df8015e366d14c64a79", "author": "Phil Joubert ", "committer": "cran-robot ", "message": "version 1.1.1\n", "time": 1720838564 }, "_maintainer": { "name": "Phil Joubert", "email": "phil.joubert@gmail.com", "login": "philjoubert", "description": "", "uuid": 9321230 }, "_registered": true, "_dependencies": [ { "package": "testthat", "role": "Suggests" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 1, "_contributors": [ { "user": "philjoubert", "count": 1, "uuid": 9321230 } ], "_userbio": { "uuid": 9321230, "type": "user", "name": "philjoubert" }, "_downloads": { "count": 198, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/SmithWilsonYieldCurve" }, "_searchresults": 4, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/SmithWilsonYieldCurve.html", "manual.pdf" ], "_realowner": "philjoubert", "_cranurl": false, "_releases": [ { "version": "1.0.1", "date": "2013-06-19" }, { "version": "1.1.1", "date": "2024-07-12" } ], "_exports": [ "fFitSmithWilsonYieldCurve", "fFitSmithWilsonYieldCurveToInstruments" ], "_help": [ { "page": "SmithWilsonYieldCurve-package", "title": "Fit yield curves using the Smith-Wilson method", "topics": [ "SmithWilsonYieldCurve-package", "SmithWilsonYieldCurve" ] }, { "page": "fCreateCashflowMatrix", "title": "Returns the matrix of cashflows for the list of instruments", "topics": [ "fCreateCashflowMatrix" ] }, { "page": "fCreateKernelMatrix", "title": "Create the matrix of kernel functions", "topics": [ "fCreateKernelMatrix" ] }, { "page": "fCreateTimeVector", "title": "Extract a vector of cashflow times in years from a list of instruments", "topics": [ "fCreateTimeVector" ] }, { "page": "fFitKernelWeights", "title": "Solve for the vector xi of kernel weights", "topics": [ "fFitKernelWeights" ] }, { "page": "fFitSmithWilsonYieldCurve", "title": "Construct the Smith-Wilson yield curve", "topics": [ "fFitSmithWilsonYieldCurve" ] }, { "page": "fFitSmithWilsonYieldCurveToInstruments", "title": "Construct the Smith-Wilson yield curve", "topics": [ "fFitSmithWilsonYieldCurveToInstruments" ] }, { "page": "fFitYieldCurve", "title": "Constructs the ZCB function based on the given market inputs and a specific kernel and base function", "topics": [ "fFitYieldCurve" ] }, { "page": "fGetCashflowsBond", "title": "Gets the cashflow schedule for a bond", "topics": [ "fGetCashflowsBond" ] }, { "page": "fGetCashflowsLibor", "title": "Gets the cashflow schedule for a LIBOR agreement", "topics": [ "fGetCashflowsLibor" ] }, { "page": "fGetCashflowsSwap", "title": "Gets the cashflow schedule for a swap", "topics": [ "fGetCashflowsSwap" ] }, { "page": "fGetTimesBond", "title": "Extract the payment dates of a Bond in years", "topics": [ "fGetTimesBond" ] }, { "page": "fGetTimesLibor", "title": "Extract the payment date of a LIBOR agreement in years", "topics": [ "fGetTimesLibor" ] }, { "page": "fGetTimesSwap", "title": "Extract the payment dates of a Swap agreement in years", "topics": [ "fGetTimesSwap" ] }, { "page": "fWilson", "title": "Wilson function", "topics": [ "fWilson" ] }, { "page": "lines.SmithWilsonYieldCurve", "title": "Plot generic for SmithWilsonYieldCurve objects", "topics": [ "lines.SmithWilsonYieldCurve" ] }, { "page": "plot.SmithWilsonYieldCurve", "title": "Plot generic for SmithWilsonYieldCurve objects", "topics": [ "plot.SmithWilsonYieldCurve" ] }, { "page": "points.SmithWilsonYieldCurve", "title": "Plot generic for SmithWilsonYieldCurve objects", "topics": [ "points.SmithWilsonYieldCurve" ] } ], "_rundeps": [], "_score": 1, "_indexed": true, "_nocasepkg": "smithwilsonyieldcurve", "_universes": [ "philjoubert" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.1.1", "date": "2026-05-23T05:53:06.000Z", "distro": "noble", "commit": "8808f67b8ecb6e0630d83df8015e366d14c64a79", "fileid": "bf388cb25128e9f6f651225a72034544a8b1c6df96973e76147092e516d9685d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/philjoubert/actions/runs/26325002597" }, { "r": "4.6.0", "os": "linux", "version": "1.1.1", "date": "2026-05-23T05:53:10.000Z", "distro": "noble", "commit": "8808f67b8ecb6e0630d83df8015e366d14c64a79", "fileid": "bbd5b440931f57012e0438be39399af603b718d8c10e6e5ab3429ccbea14669b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/philjoubert/actions/runs/26325002597" }, { "r": "4.5.3", "os": "mac", "version": "1.1.1", "date": "2026-05-23T05:53:38.000Z", "commit": "8808f67b8ecb6e0630d83df8015e366d14c64a79", "fileid": "c74417eba4a7cd3cafbf1bba5f8e54081837d37027469e22485d7ecf0d4b3b52", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/philjoubert/actions/runs/26325002597" }, { "r": "4.6.0", "os": "mac", "version": "1.1.1", "date": "2026-05-23T05:52:54.000Z", "commit": "8808f67b8ecb6e0630d83df8015e366d14c64a79", "fileid": "6ab82d518b3514cdf7b7124ebf625ef78ca6ec0cc61e18dfedf1cbdbd6061b88", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/philjoubert/actions/runs/26325002597" }, { "r": "4.6.0", "os": "wasm", "version": "1.1.1", "date": "2026-05-23T05:52:58.000Z", "commit": "8808f67b8ecb6e0630d83df8015e366d14c64a79", "fileid": "d9eb6b71e21736957bc19a021b6742bf4948b4eaca19255c48f4b9f63a9b8d56", "status": "success", "buildurl": "https://github.com/r-universe/philjoubert/actions/runs/26325002597" }, { "r": "4.7.0", "os": "win", "version": "1.1.1", "date": "2026-05-23T05:52:23.000Z", "commit": "8808f67b8ecb6e0630d83df8015e366d14c64a79", "fileid": "568ee07c7188b1942cbe6c1120010028d695955fb0cc25322b2cf1c4c7c27ccc", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/philjoubert/actions/runs/26325002597" }, { "r": "4.5.3", "os": "win", "version": "1.1.1", "date": "2026-05-23T05:52:50.000Z", "commit": "8808f67b8ecb6e0630d83df8015e366d14c64a79", "fileid": "cdaa26306cab87fa782adce16e04ce926fa747240f413ea58c62f9bd079216b4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/philjoubert/actions/runs/26325002597" }, { "r": "4.6.0", "os": "win", "version": "1.1.1", "date": "2026-05-23T05:52:20.000Z", "commit": "8808f67b8ecb6e0630d83df8015e366d14c64a79", "fileid": "7028601c99c361df2a902310c8329021309f4591c5b8e670c3492902388103dc", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/philjoubert/actions/runs/26325002597" } ] }