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DeRezende.Ferreira  

Zero Coupon Yield Curve Modelling
View on CRAN: Click here


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", "0.1.2")



Attach the package and use:
library("DeRezende.Ferreira")
Maintained by
Oleksandr Castello
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-04-27
Latest Update: 2025-05-25
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 0.1.2, https://cran.r-project.org/web/packages/DeRezende.Ferreira. Accessed 13 Aug. 2026.
Previous versions and publish date:
0.1.0 (2019-04-27 11:50), (2026-07-09 08:02)
Other packages that cited DeRezende.Ferreira R package
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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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