fixedincome
0.0.5Fixed Income Models, Calculations, Data Structures and Instruments
Overview
Fixed income mathematics made easy. A rich set of functions that helps with calculations of interest rates and fixed income. It has objects that abstract interest rates, compounding factors, day count rules, forward rates and term structure of interest rates. Many interpolation methods and parametric curve models commonly used by practitioners are implemented.
Install
Health
CRAN check results are not tracked yet.
Documentation
- Examples that run
- 96%
- Documented parameters
- 96%
- Return-value docs
- 92%
- References docs
- 5%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
5 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.5.0 released · 2025-04-11
- archivedRemoved from CRAN2024-08-25still does not use suggested package 'rb3' conditionally By the same author
- RR 4.4.0 released · 2024-04-24
- 0.0.52023-06-30 · diff ↗
- unarchivedReturned to CRAN2023-06-30
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2023-04-07requires archived package 'rb3' Suggests but does not use conditionally
- 0.0.42022-10-13 · diff ↗
- 0.0.32022-08-15 · diff ↗
- unarchivedReturned to CRAN2022-08-15
- archivedRemoved from CRAN2022-08-14policy violation On Internet access
- 0.0.22022-07-16 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.0.12022-03-17
- RR 4.1.0 released · 2021-05-18
Package metadata
- Total releases
- 5
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.0.0
- Bundled data
- 1.8 KB / 1 file
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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