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Topic > Finance > Fixed Income

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0. Zero-coupon Yield Curve Estimation - The package focuses on the cubic splines approach of McCulloch (1971, 1975) and the Nelson and Siegel (1987) method with extensions by Svensson (1994), Diebold and Li (2006) and De Pooter (2007).
Development Status : 4 - Beta (Now Filtering) Intended Audience : End Users/Desktop [Filter] Natural Language : English (Now Filtering) Programming Language : R [Filter] Topic : Finance : Fixed Income [Filter]	Activity Percentile: 0.00 Registered: 2007-01-15 14:54