SmithWilsonYieldCurve
Smith-Wilson Yield Curve Construction
Constructs a yield curve by the Smith-Wilson method from a table of libor and swap rates. Now updated to take bond coupons and prices in the same table.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.1 |
rolling linux/jammy R-4.5 | SmithWilsonYieldCurve_1.1.1.tar.gz |
193.5 KiB |
1.1.1 |
rolling linux/noble R-4.5 | SmithWilsonYieldCurve_1.1.1.tar.gz |
193.5 KiB |
1.1.1 |
rolling source/ R- | SmithWilsonYieldCurve_1.1.1.tar.gz |
155.5 KiB |
1.1.1 |
latest linux/jammy R-4.5 | SmithWilsonYieldCurve_1.1.1.tar.gz |
193.5 KiB |
1.1.1 |
latest linux/noble R-4.5 | SmithWilsonYieldCurve_1.1.1.tar.gz |
193.5 KiB |
1.1.1 |
latest source/ R- | SmithWilsonYieldCurve_1.1.1.tar.gz |
155.5 KiB |
1.1.1 |
2026-04-26 source/ R- | SmithWilsonYieldCurve_1.1.1.tar.gz |
155.5 KiB |
1.1.1 |
2026-04-23 source/ R- | SmithWilsonYieldCurve_1.1.1.tar.gz |
155.5 KiB |
1.1.1 |
2026-04-09 windows/windows R-4.5 | SmithWilsonYieldCurve_1.1.1.zip |
200.1 KiB |
1.1.1 |
2025-04-20 source/ R- | SmithWilsonYieldCurve_1.1.1.tar.gz |
155.5 KiB |