CRAN
YieldCurve 4.1
Modelling and estimation of the yield curve
Released Jan 30, 2013 by Sergio Salvino Guirreri
This package is available for Renjin and there are no known compatibility issues.
Dependencies
Modelling the yield curve with some parametric models. The models implemented are: Nelson-Siegel, Diebold-Li and Svensson. The package also includes the data of the term structure of interest rate of Federal Reserve Bank and European Central Bank.
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies>
<dependency>
<groupId>org.renjin.cran</groupId>
<artifactId>YieldCurve</artifactId>
<version>4.1-b243</version>
</dependency>
</dependencies>
<repositories>
<repository>
<id>bedatadriven</id>
<name>bedatadriven public repo</name>
<url>https://nexus.bedatadriven.com/content/groups/public/</url>
</repository>
</repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:YieldCurve')
Test Results
This package was last tested against Renjin 0.9.2689 on Aug 26, 2018.