CRAN
ycinterextra 0.1
Yield curve or zero-coupon prices interpolation and extrapolation
Released Dec 18, 2013 by Thierry Moudiki
This package cannot yet be used with Renjin it depends on other packages which are not available: compiler and mcGlobaloptim 0.1
Dependencies
Yield curve or zero-coupon prices interpolation and extrapolation using the Nelson-Siegel, Svensson, Smith-Wilson models, and Hermite cubic splines.