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DeRezende.Ferreira
View on CRAN: Click
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Download and install DeRezende.Ferreira package within the R console
Install from CRAN:
install.packages("DeRezende.Ferreira")
Install from Github:
library("remotes")
install_github("cran/DeRezende.Ferreira")
Install by package version:
library("remotes")
install_version("DeRezende.Ferreira", "0.1.0")
Attach the package and use:
library("DeRezende.Ferreira")
Maintained by
Oleksandr Castello
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.DeRezende.Ferreira . DeRezende.Ferreira results . DeRezende.Ferreira.pdf . DeRezende.Ferreira_0.1.0.tar.gz . DeRezende.Ferreira_0.1.0.zip . DeRezende.Ferreira_0.1.0.zip . DeRezende.Ferreira_0.1.0.zip . DeRezende.Ferreira_0.1.0.tgz . DeRezende.Ferreira_0.1.0.tgz . DeRezende.Ferreira_0.1.0.tgz . DeRezende.Ferreira_0.1.0.tgz . DeRezende.Ferreira_0.1.0.tgz . DeRezende.Ferreira_0.1.0.tgz . https://CRAN.R-project.org/package=DeRezende.Ferreira .
First Published: 2019-04-27
Latest Update: 2019-04-27
Description:
Modeling the zero coupon yield curve using the dynamic De Rezende and
Ferreira (2011) five factor model with variable
or fixed decaying parameters. For explanatory purposes, the package also
includes various short datasets of interest rates for the BRICS countries.
How to cite:
Oleksandr Castello (2019). DeRezende.Ferreira: Zero Coupon Yield Curve Modelling. R package version 0.1.0, https://cran.r-project.org/web/packages/DeRezende.Ferreira. Accessed 29 Mar. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited DeRezende.Ferreira R package
View DeRezende.Ferreira citation profile
Other R packages that DeRezende.Ferreira depends,
imports, suggests or enhances
Complete documentation for DeRezende.Ferreira
Functions, R codes and Examples using
the DeRezende.Ferreira R package
Some associated functions: DRF.5F.rates . DRF.5F.tFix . DRF.5F.tVar . DeRezende.Ferreira-pkg . ZC_Brazil . ZC_China . ZC_India . ZC_Russia . ZC_SouthAfrica .
Some associated R codes: DeRezende.Ferreira.5F.R . Full DeRezende.Ferreira package functions and examples
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