r-smithwilsonyieldcurve
Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates
Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates
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Summary
Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates
Last Updated
Oct 15, 2019 at 17:12
License
GPL-3
Total Downloads
1
Version Downloads
1
Supported Platforms