Modelling and estimation of the yield curve CRAN Task View: Finance (http://CRAN.R-project.org/view=Finance) Modelling the yield curve with some parametric models. The models implemented are: Nelson-Siegel, Diebold-Li and Svensson. The package also includes the data of the term structure of interest rate of Federal Reserve Bank and European Central Bank. Software Sergio Salvino Guirreri <sergioguirreri@gmail.com> Sergio Salvino Guirreri GPL (>= 2) 2010-08-25 application/tgz http://CRAN.R-project.org/package=YieldCurve