fBonds
Rmetrics - Pricing and Evaluating Bonds
It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
3042.78 |
rolling source/ R- | fBonds_3042.78.tar.gz |
5.3 KiB |
3042.78 |
latest source/ R- | fBonds_3042.78.tar.gz |
5.3 KiB |
3042.78 |
2026-04-23 source/ R- | fBonds_3042.78.tar.gz |
5.3 KiB |
3042.78 |
2026-04-09 windows/windows R-4.5 | fBonds_3042.78.zip |
35.6 KiB |