Package: YieldCurve
Version: 5.1
Date: 2022-09-30
Title: Modelling and Estimation of the Yield Curve
Author: Sergio Salvino Guirreri
Maintainer: Sergio Salvino Guirreri <sergioguirreri@gmail.com>
Depends: R (>= 2.10), xts
Description: Modelling the yield curve with some parametric models.
        The models implemented are: 
		Nelson, C.R., and A.F. Siegel (1987) <doi: 10.1086/296409>, 
		Diebold, F.X. and Li, C. (2006) <doi: 10.1016/j.jeconom.2005.03.005> 
		and Svensson, L.E. (1994) <doi: 10.3386/w4871>. 
		The package also includes the data of the term structure of interest rate of Federal Reserve Bank and European Central Bank.
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2022-10-01 14:14:02 UTC; s.guirreri
Repository: CRAN
Date/Publication: 2022-10-02 16:00:02 UTC
Built: R 4.6.0; ; 2026-04-27 13:30:23 UTC; unix
