It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.
| Version: | 3042.78 |
| Depends: | R (≥ 2.15.1), timeDate, timeSeries, fBasics |
| Imports: | graphics, stats |
| Suggests: | RUnit |
| Published: | 2017-11-15 |
| DOI: | 10.32614/CRAN.package.fBonds |
| Author: | Diethelm Wuertz [aut], Tobias Setz [cre] |
| Maintainer: | Tobias Setz <tobias.setz at live.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.rmetrics.org |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| In views: | Finance |
| CRAN checks: | fBonds results |
| Reference manual: | fBonds.pdf |
| Package source: | fBonds_3042.78.tar.gz |
| Windows binaries: | r-devel: fBonds_3042.78.zip, r-release: fBonds_3042.78.zip, r-oldrel: fBonds_3042.78.zip |
| macOS binaries: | r-release (arm64): fBonds_3042.78.tgz, r-oldrel (arm64): fBonds_3042.78.tgz, r-release (x86_64): fBonds_3042.78.tgz, r-oldrel (x86_64): fBonds_3042.78.tgz |
| Old sources: | fBonds archive |
Please use the canonical form https://CRAN.R-project.org/package=fBonds to link to this page.