DeRezende.Ferreira
Zero Coupon Yield Curve Modelling
Modeling the zero coupon yield curve using the dynamic De Rezende and Ferreira (2011) <doi:10.1002/for.1256> five factor model with variable or fixed decaying parameters. For explanatory purposes, the package also includes various short datasets of interest rates for the BRICS countries.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.2 |
rolling linux/jammy R-4.5 | DeRezende.Ferreira_0.1.2.tar.gz |
38.6 KiB |
0.1.2 |
rolling linux/noble R-4.5 | DeRezende.Ferreira_0.1.2.tar.gz |
38.4 KiB |
0.1.2 |
rolling source/ R- | DeRezende.Ferreira_0.1.2.tar.gz |
10.2 KiB |
0.1.2 |
latest linux/jammy R-4.5 | DeRezende.Ferreira_0.1.2.tar.gz |
38.6 KiB |
0.1.2 |
latest linux/noble R-4.5 | DeRezende.Ferreira_0.1.2.tar.gz |
38.4 KiB |
0.1.2 |
latest source/ R- | DeRezende.Ferreira_0.1.2.tar.gz |
10.2 KiB |
0.1.2 |
2026-04-26 source/ R- | DeRezende.Ferreira_0.1.2.tar.gz |
10.2 KiB |
0.1.2 |
2026-04-23 source/ R- | DeRezende.Ferreira_0.1.2.tar.gz |
10.2 KiB |
0.1.2 |
2026-04-09 windows/windows R-4.5 | DeRezende.Ferreira_0.1.2.zip |
43.1 KiB |
0.1.0 |
2025-04-20 source/ R- | DeRezende.Ferreira_0.1.0.tar.gz |
9.8 KiB |