Package: YieldCurve
Type: Package
Title: Modelling and estimation of the yield curve
Version: 3.1
Date: 2010-07-19
Author: Sergio Salvino Guirreri
Maintainer: Sergio Salvino Guirreri <sergioguirreri@gmail.com>
Description: 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.
License: GPL (>= 2)
LazyLoad: yes
URL: http://www.guirreri.host22.com
Repository: CRAN
Repository/R-Forge/Project: yield-curve
Repository/R-Forge/Revision: 34
Date/Publication: 2012-10-29 08:58:09
Packaged: 2012-10-29 08:58:09 UTC; ripley
