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1 project in result set.

0. Yield Curve - Yield curve is modelled by the methodologies of Nelson-Siegel and Svensson. The crucial point is to estimate the coefficients in linear way, according to approach of Diebol and Li. The package also includes the term structure of Fed and ECB.

Development Status : 3 - Alpha (Now Filtering)
Development Status : 5 - Production/Stable [Filter]
Intended Audience : Developers [Filter]
Intended Audience : End Users/Desktop [Filter]
Intended Audience : Other Audience (Now Filtering)
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : Microsoft : Windows : Windows NT/2000/XP (Now Filtering)
Operating System : POSIX : Linux (Now Filtering)
Programming Language : R [Filter]

Activity Percentile: 0.00

Registered: 2009-07-26 15:06