Package: SmithWilsonYieldCurve
Type: Package
Title: Smith-Wilson Yield Curve Construction
Version: 1.1.1
Date: 2024-07-11
Authors@R: c(person("Phil", "Joubert", role = c("aut", "cre"),
                     email = "phil.joubert@gmail.com"))
Description: Constructs a yield curve by the Smith-Wilson method from a table of
              libor and swap rates. Now updated to take bond coupons and prices 
              in the same table.
License: GPL-3
Suggests: testthat
Collate: 'fWilson.R' 'fFitKernelWeights.R' 'fCreateCashflowMatrix.R'
        'fCreateTimeVector.R' 'fCreateKernelMatrix.R'
        'fFitSmithWilsonYieldCurve.R' 'fFitYieldCurve.R'
        'fFitSmithWilsonYieldCurveToInstruments.R' 'Utilities.R'
        'SmithWilsonYieldCurve.R' 'plot.SmithWilsonYieldCurve.R'
        'lines.SmithWilsonYieldCurve.R'
        'points.SmithWilsonYieldCurve.R'
Packaged: 2024-07-11 06:53:34 UTC; philj
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2024-07-12 15:20:05 UTC
RoxygenNote: 7.3.1
Author: Phil Joubert [aut, cre]
Maintainer: Phil Joubert <phil.joubert@gmail.com>
Built: R 4.6.0; ; 2026-04-25 22:25:39 UTC; unix
