SCM

Forum: termstrc 1.0 available on CRAN

Posted by: Robert Ferstl
Date: 2007-07-20 09:00
Summary:termstrc 1.0 available on CRAN
Project:Zero-coupon Yield Curve Estimation

The package offers several widely-used term structure estimation procedures, i.e. the parametric Nelson and Siegel approach, Svensson approach and cubic splines.

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termstrc 1.0 available on CRAN

Robert Ferstl - 2007-07-20 09:00 -

 

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