Modelling and Estimation of the Yield Curve
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Documentation for package ‘YieldCurve’ version 5.1
Help Pages
| YieldCurve-package | Modelling and estimation of the yield curve |
| ECBYieldCurve | Yield curve data spot rate, AAA-rated bonds, maturities from 3 months to 30 years |
| FedYieldCurve | Federal Reserve interest rates |
| Nelson.Siegel | Estimation of the Nelson-Siegel parameters |
| NSrates | Interest rates of the Nelson-Siegel's model. |
| Srates | Interest rates of the Svensson's model. |
| Svensson | Estimation of the Svensson parameters |
| YieldCurve | Modelling and estimation of the yield curve |