SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction

Constructs a yield curve by the Smith-Wilson method from a table of libor and swap rates. Now updated to take bond coupons and prices in the same table.

Version: 1.1.1
Suggests: testthat
Published: 2024-07-12
DOI: 10.32614/CRAN.package.SmithWilsonYieldCurve
Author: Phil Joubert [aut, cre]
Maintainer: Phil Joubert <phil.joubert at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: SmithWilsonYieldCurve results

Documentation:

Reference manual: SmithWilsonYieldCurve.pdf

Downloads:

Package source: SmithWilsonYieldCurve_1.1.1.tar.gz
Windows binaries: r-devel: SmithWilsonYieldCurve_1.1.1.zip, r-release: SmithWilsonYieldCurve_1.1.1.zip, r-oldrel: SmithWilsonYieldCurve_1.1.1.zip
macOS binaries: r-release (arm64): SmithWilsonYieldCurve_1.1.1.tgz, r-oldrel (arm64): SmithWilsonYieldCurve_1.1.1.tgz, r-release (x86_64): SmithWilsonYieldCurve_1.1.1.tgz, r-oldrel (x86_64): SmithWilsonYieldCurve_1.1.1.tgz
Old sources: SmithWilsonYieldCurve archive

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