| Name : R-YieldCurve
| |
| Version : 5.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.8
| Date : 2024-06-14 11:25:37
|
| Group : Development/Libraries/Other
| Source RPM : R-YieldCurve-5.1-lp153.1.8.src.rpm
|
| Size : 0.09 MB
| |
| Packager : (none)
| |
| Summary : Modelling and Estimation of the Yield Curve
|
Description :
Modelling the yield curve with some parametric models. The models
implemented are: Nelson, C.R., and A.F. Siegel (1987) < doi:
10.1086/296409>, Diebold, F.X. and Li, C. (2006) < doi:
10.1016/j.jeconom.2005.03.005> and Svensson, L.E. (1994) < doi:
10.3386/w4871>. The package also includes the data of the term
structure of interest rate of Federal Reserve Bank and European Central
Bank.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
