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Topic :: Finance :: Fixed Income [Remove This Filter]

Development Status > 4 - Beta

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2 projects in result set.

0. RQuantLib - R interface to QuantLib - The RQuantLib package provides an interface for GNU R to the QuantLib library for modeling, trading, and risk management of financial assets.
Development Status : 4 - Beta [Filter] Intended Audience : Developers [Filter] Intended Audience : End Users/Desktop [Filter] License : OSI Approved : GNU General Public License (GPL) [Filter] Programming Language : C/C\+\+ [Filter] Programming Language : R [Filter] Topic : Finance : Derivatives [Filter] Topic : Finance : Fixed Income (Now Filtering)	Activity Percentile: 0.00 Registered: 2008-01-01 18:41

1. 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 [Filter] Intended Audience : End Users/Desktop [Filter] Natural Language : English [Filter] Programming Language : R [Filter] Topic : Finance : Fixed Income (Now Filtering)	Activity Percentile: 0.00 Registered: 2007-01-15 14:54

Thanks to:

Vienna University of Economics and Business

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