SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction

Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates

Version: 1.0.1
Suggests: testthat
Published: 2013-06-19
Author: Phil Joubert
Maintainer: Phil Joubert <phil.joubert at not-normal-consulting.co.uk>
License: GPL-3
NeedsCompilation: no
In views: Finance
CRAN checks: SmithWilsonYieldCurve results

Downloads:

Reference manual: SmithWilsonYieldCurve.pdf
Package source: SmithWilsonYieldCurve_1.0.1.tar.gz
Windows binaries: r-devel: SmithWilsonYieldCurve_1.0.1.zip, r-release: SmithWilsonYieldCurve_1.0.1.zip, r-oldrel: SmithWilsonYieldCurve_1.0.1.zip
OS X Snow Leopard binaries: r-release: SmithWilsonYieldCurve_1.0.1.tgz, r-oldrel: SmithWilsonYieldCurve_1.0.1.tgz
OS X Mavericks binaries: r-release: SmithWilsonYieldCurve_1.0.1.tgz