I have been using SmithWilsonYieldCurve: http://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html
On Nov 1, 2014, at 7:00 AM, [email protected] wrote: I see that there are a number of R packages to extract a zero coupon yield curve from par rates - In particular the follow two seem to be popular: 'termstrc' <http://cran.r-project.org/web/packages/termstrc/termstrc.pdf> and 'ycinterextra' <http://cran.r-project.org/web/packages/ycinterextra/ycinterextra.pdf> is one or another of them better? or something else? Can anyone give a summary of the trade offs between these two packages -- and for that matter any of that i have missed? [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
