SmithWilsonYieldCurve
Smith-Wilson Yield Curve Construction
v1.1.1
·
Jul 12, 2024
·
GPL-3
Description
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.
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| r-devel-linux-x86_64-debian-gcc | OK |
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| r-devel-windows-x86_64 | OK |
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| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
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| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |