YieldCurve
Modelling and Estimation of the Yield Curve
v5.1
·
Oct 2, 2022
·
GPL (>= 2)
Description
Modelling the yield curve with some parametric models. The models implemented are: Nelson, C.R., and A.F. Siegel (1987) <doi: 10.1086/296409>, Diebold, F.X. and Li, C. (2006) <doi: 10.1016/j.jeconom.2005.03.005> and Svensson, L.E. (1994) <doi: 10.3386/w4871>. The package also includes the data of the term structure of interest rate of Federal Reserve Bank and European Central Bank.
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| Flavor | Status |
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| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Sergio Salvino Guirreri <sergioguirreri@gmail.com>’
No Authors@R field in DESCRIPTION.
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r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Sergio Salvino Guirreri <sergioguirreri@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("Sergio", "Salvino"),
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role = c("
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gmail.com")
as necessary.
Package CITATION file contains call(s) to old-style personList() or
as.personList(). Please use c() on person objects instead.
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use bibentry() instead.