R: Yield Curve Fitting, Analysis, and Decomposition

# Yield Curve Fitting, Analysis, and Decomposition

## Documentation for package ‘yieldcurves’ version 0.1.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

plot.yc_curve | Plot Method for Yield Curve Objects
plot.yc_pca | Plot Method for Yield Curve PCA Objects
print.yc_curve | Print Method for Yield Curve Objects
print.yc_pca | Print Method for Yield Curve PCA Objects
summary.yc_curve | Summary Method for Yield Curve Objects
summary.yc_pca | Summary Method for Yield Curve PCA Objects
yc_bond_duration | Coupon Bond Duration and Convexity
yc_carry | Carry and Roll-Down Analysis
yc_cubic_spline | Fit Cubic Spline Yield Curve
yc_curve | Create a Yield Curve Object
yc_discount | Compute Discount Factors
yc_duration | Duration and Convexity
yc_fit | Fit a Yield Curve
yc_forward | Extract Forward Rates
yc_interpolate | Interpolate Yield Curve
yc_key_rate_duration | Key Rate Durations
yc_level_slope_curvature | Extract Level, Slope, and Curvature Factors
yc_nelson_siegel | Fit Nelson-Siegel Yield Curve
yc_par_to_zero | Convert Par Rates to Zero Rates
yc_pca | Principal Component Analysis of Yield Curves
yc_predict | Predict Rates from a Fitted Yield Curve
yc_slope | Yield Curve Slope Measures
yc_svensson | Fit Svensson Yield Curve
yc_zero_to_par | Convert Zero Rates to Par Rates
yc_zspread | Z-Spread