CRAN/E | fBonds

fBonds

Rmetrics - Pricing and Evaluating Bonds

Installation

About

It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.

www.rmetrics.org

Key Metrics

Version 3042.78
R ≥ 2.15.1
Published 2017-11-15 2498 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks fBonds results

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Maintainer

Maintainer

Tobias Setz

[email protected]

Authors

Diethelm Wuertz

aut

Tobias Setz

cre

Material

ChangeLog
Reference manual
Package source

In Views

Finance

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fBonds archive

Depends

R ≥ 2.15.1
timeDate
timeSeries
fBasics

Imports

graphics
stats

Suggests

RUnit