ycinterextra: Yield curve or zero-coupon prices interpolation and extrapolation

Yield curve or zero-coupon prices interpolation and extrapolation using the Nelson-Siegel, Svensson, Smith-Wilson models, and Hermite cubic splines.

Version: 0.1
Depends: compiler, methods
Imports: graphics, mcGlobaloptim
Published: 2013-12-18
Author: Thierry Moudiki
Maintainer: Thierry Moudiki <thierry.moudiki at gmail.com>
License: GPL-2 | GPL-3
NeedsCompilation: no
In views: Finance
CRAN checks: ycinterextra results

Downloads:

Reference manual: ycinterextra.pdf
Package source: ycinterextra_0.1.tar.gz
Windows binaries: r-devel: ycinterextra_0.1.zip, r-release: ycinterextra_0.1.zip, r-oldrel: ycinterextra_0.1.zip
OS X Snow Leopard binaries: r-oldrel: ycinterextra_0.1.tgz
OS X Mavericks binaries: r-release: ycinterextra_0.1.tgz

Reverse dependencies:

Reverse depends: ESGtoolkit