ycinterextra (0.1)

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Yield curve or zero-coupon prices interpolation and extrapolation.


Yield curve or zero-coupon prices interpolation and extrapolation using the Nelson-Siegel, Svensson, Smith-Wilson models, and Hermite cubic splines.

Maintainer: Thierry Moudiki
Author(s): Thierry Moudiki

License: GPL-2 | GPL-3

Uses: Does not use any package

Released over 5 years ago.



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