| Name : R-treasuryTR
| |
| Version : 0.1.6
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.5
| Date : 2024-06-14 11:57:22
|
| Group : Development/Libraries/Other
| Source RPM : R-treasuryTR-0.1.6-lp153.2.5.src.rpm
|
| Size : 0.07 MB
| |
| Packager : (none)
| |
| Summary : Generate Treasury Total Returns from Yield Data
|
Description :
Generate Total Returns (TR) from bond yield data with fixed maturity,
e.g. reported treasury yields. The generated TR series are very close
to alternative series that can be purchased (e.g. CRSP, Bloomberg),
suggesting they are a high-quality alternative for those, see Swinkels
(2019) < doi:10.3390/data4030091>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
