R-Forge: Zero-coupon Yield Curve Estimation: Project Info

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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.

Development Status: 4 - Beta
Intended Audience: End Users/Desktop
Natural Language: English
Programming Language: R
Topic: Fixed Income

Registered: 2007-01-15 15:54
Activity Percentile: 0%
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To install packages directly within R type install.packages("packagename",repos="http://R-Forge.R-project.org")

Developer Info

Project Admins:
Josef Hayden
Kurt Hornik
Robert Ferstl
Developers:
Spencer Graves

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