R: Zero Coupon Yield Curve Modelling

# Zero Coupon Yield Curve Modelling

## Documentation for package ‘DeRezende.Ferreira’ version 0.1.2

- DESCRIPTION file

## Help Pages

DeRezende.Ferreira-package | Zero Coupon Yield Curve Modelling
DeRezende.Ferreira | Zero Coupon Yield Curve Modelling
DRF.5F.rates | Estimation of spot rates with the De Rezende-Ferreira 5 Factor model
DRF.5F.tFix | Estimation of the De Rezende-Ferreira 5 Factor model's parameters with fixed \ tau
DRF.5F.tVar | Estimation of the De Rezende-Ferreira 5 Factor model's parameters with variable \ tau
ZC_Brazil | Zero-Coupon interest rates
ZC_China | Zero-Coupon interest rates
ZC_India | Zero-Coupon interest rates
ZC_Russia | Zero-Coupon interest rates
ZC_SouthAfrica | Zero-Coupon interest rates