fBonds (3042.78)

Rmetrics - Pricing and Evaluating Bonds.

http://www.rmetrics.org
http://cran.r-project.org/web/packages/fBonds

It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.

Maintainer: Tobias Setz
Author(s): Diethelm Wuertz [aut], Tobias Setz [cre]

License: GPL (>= 2)

Uses: fBasics, timeDate, timeSeries, RUnit

Released about 2 years ago.