| Name : R-QuantBondCurves
| |
| Version : 0.3.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.2
| Date : 2024-06-14 11:41:22
|
| Group : Development/Libraries/Other
| Source RPM : R-QuantBondCurves-0.3.0-lp153.2.2.src.rpm
|
| Size : 0.45 MB
| |
| Packager : (none)
| |
| Summary : Calculates Bond Values and Interest Rate Curves for Finance
|
Description :
Values different types of assets and calibrates discount curves for
quantitative financial analysis. It covers fixed coupon assets,
floating note assets, interest and cross currency swaps with different
payment frequencies. Enables the calibration of spot, instantaneous
forward and basis curves, making it a powerful tool for accurate and
flexible bond valuation and curve generation. The valuation and
calibration techniques presented here are consistent with industry
standards and incorporates author\'s own calculations. Tuckman, B.,
Serrat, A. (2022, ISBN: 978-1-119-83555-4).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
