fBonds: Rmetrics - Pricing and Evaluating Bonds

It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.

Version: 3042.78
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics
Imports: graphics, stats
Suggests: RUnit
Published: 2017-11-15
DOI: 10.32614/CRAN.package.fBonds
Author: Diethelm Wuertz [aut], Tobias Setz [cre]
Maintainer: Tobias Setz <tobias.setz at live.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: no
Materials: ChangeLog
In views: Finance
CRAN checks: fBonds results


Reference manual: fBonds.pdf


Package source: fBonds_3042.78.tar.gz
Windows binaries: r-devel: fBonds_3042.78.zip, r-release: fBonds_3042.78.zip, r-oldrel: fBonds_3042.78.zip
macOS binaries: r-release (arm64): fBonds_3042.78.tgz, r-oldrel (arm64): fBonds_3042.78.tgz, r-release (x86_64): fBonds_3042.78.tgz, r-oldrel (x86_64): fBonds_3042.78.tgz
Old sources: fBonds archive


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