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QuantBondCurves
View on CRAN: Click
here
Download and install QuantBondCurves package within the R console
Install from CRAN:
install.packages("QuantBondCurves")
Install from Github:
library("remotes")
install_github("cran/QuantBondCurves")
Install by package version:
library("remotes")
install_version("QuantBondCurves", "0.3.0")
Attach the package and use:
library("QuantBondCurves")
Maintained by
Camilo Díaz
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-07-13
Latest Update: 2024-01-20
Description:
Values different types of assets and calibrates discount curves
for quantitative financial analysis. It covers fixed coupon assets,
floating note assets, interest and cross currency swaps with different
payment frequencies. Enables the calibration of spot, instantaneous forward
and basis curves, making it a powerful tool for accurate and flexible bond
valuation and curve generation. The valuation and calibration techniques
presented here are consistent with industry standards and incorporates
author's own calculations. Tuckman, B., Serrat, A. (2022, ISBN: 978-1-119-83555-4).
How to cite:
Camilo Díaz (2023). QuantBondCurves: Calculates Bond Values and Interest Rate Curves for Finance. R package version 0.3.0, https://cran.r-project.org/web/packages/QuantBondCurves. Accessed 21 Nov. 2024.
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