R: Modelling and Estimation of the Yield Curve

# Modelling and Estimation of the Yield Curve

## Documentation for package ‘YieldCurve’ version 5.1

- DESCRIPTION file
- Package NEWS

## 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