SmithWilsonYieldCurve

Smith-Wilson Yield Curve Construction

CRAN Package

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.

  • Version1.1.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release07/12/2024

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