R: Smith-Wilson Yield Curve Construction

# Smith-Wilson Yield Curve Construction

## Documentation for package ‘SmithWilsonYieldCurve’ version 1.1.1

- DESCRIPTION file

## Help Pages

SmithWilsonYieldCurve-package | Fit yield curves using the Smith-Wilson method
fCreateCashflowMatrix | Returns the matrix of cashflows for the list of instruments
fCreateKernelMatrix | Create the matrix of kernel functions
fCreateTimeVector | Extract a vector of cashflow times in years from a list of instruments
fFitKernelWeights | Solve for the vector xi of kernel weights
fFitSmithWilsonYieldCurve | Construct the Smith-Wilson yield curve
fFitSmithWilsonYieldCurveToInstruments | Construct the Smith-Wilson yield curve
fFitYieldCurve | Constructs the ZCB function based on the given market inputs and a specific kernel and base function
fGetCashflowsBond | Gets the cashflow schedule for a bond
fGetCashflowsLibor | Gets the cashflow schedule for a LIBOR agreement
fGetCashflowsSwap | Gets the cashflow schedule for a swap
fGetTimesBond | Extract the payment dates of a Bond in years
fGetTimesLibor | Extract the payment date of a LIBOR agreement in years
fGetTimesSwap | Extract the payment dates of a Swap agreement in years
fWilson | Wilson function
lines.SmithWilsonYieldCurve | Plot generic for SmithWilsonYieldCurve objects
plot.SmithWilsonYieldCurve | Plot generic for SmithWilsonYieldCurve objects
points.SmithWilsonYieldCurve | Plot generic for SmithWilsonYieldCurve objects
SmithWilsonYieldCurve | Fit yield curves using the Smith-Wilson method