Forum: termstrc 1.0 available on CRAN
Posted by: Robert Ferstl
Content: The package offers several widely-used term structure estimation procedures, i.e. the parametric Nelson and Siegel approach, Svensson approach and cubic splines. |
Log In | New Account |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Posted by: Robert Ferstl
Content: The package offers several widely-used term structure estimation procedures, i.e. the parametric Nelson and Siegel approach, Svensson approach and cubic splines. |
Thanks to:
|