Rmetrics - Pricing and Evaluating Bonds
0packages depend
3.4Kdownloads / year
–test coverage
11/13flavors OK
Overview
About
It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.
Install
Health
CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Tobias Setz <tobias.setz@live.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Diethelm",
family = "Wuertz",
role = "aut"),
person(given = "Tobias",
family = "Setz",
role = "cre",
email = "tobias.setz@live.com"))
as necessary.Slowest check: 1.2 min · r-oldrel-windows-x86_64
Status changes
- NOTE11 OK, 2 NOTENow
- NOTE9 OK, 5 NOTE2026-03-10
Advisories
Documentation
In release 3042.78
- Help pages
- 2includes a package overview page
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- Help pages citing references
- 50%
Downloads
3.4K
CRAN downloads in the past year
Rank #9,463 · ~9/day · ~287/mo
Daily download trend is not available in this view yet.
43730 days
1K90 days
3.4K1 year
Also on80 r2u2 autocran128 c2d4u
Dependencies
Declared dependencies
4 external dependencies (excludes base and recommended)
Installing fBonds adds 5 packages (2 with compiled code, 3.2 MB of source tarballs). Heaviest: timeSeries 1.4 MB, fBasics 917 KB, gss 543 KB.
Depends (4)
R >= 2.15.1timeDatetimeSeriesfBasics
Imports (2)
graphicsstats
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Code & Tests
People & History
People (from the free-text Author field) (2)
Maintainer since 3042.78 (2017) · added in 3042.78
Author
Previously maintained by Yohan Chalabi (2160.76 to 3010.77) and Rmetrics Core Team (260.71 to 2100.75).
Listed in earlier versions (2)
see the SOURCE file
no longer listed · 260.71 to 3010.77
many others
no longer listed · 260.71 to 3010.77
Releases (8)
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 3042.78Latest2017-11-15 · current release · diff ↗ ·
removed 2 exports
NelsonSiegel, Svenssonadded 1 export
pattern:. - RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 3010.772013-12-17 · diff ↗
- RR 3.0.0 released · 2013-04-03
Show 17 earlier eventsHide 17 earlier events
- 2160.76
- 2100.75
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- 270.742009-04-16 · diff ↗
- 270.732008-10-23 · diff ↗
- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- 260.722007-10-08 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 260.712007-10-02
- RR 2.5.0 released · 2007-04-24
0 of 2 selectedCompare selected
Package metadata
- First published
- 2007-10-02
- Total releases
- 8 / 19 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.15.1
- Download size
- 5.3 KB
Appears in task views
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("fBonds")Cite the R Observatory
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From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.