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