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SmithWilsonYieldCurve
View on CRAN: Click
here
Download and install SmithWilsonYieldCurve package within the R console
Install from CRAN:
install.packages("SmithWilsonYieldCurve")
Install from Github:
library("remotes")
install_github("cran/SmithWilsonYieldCurve") Install by package version:
library("remotes")
install_version("SmithWilsonYieldCurve", "1.1.1") Attach the package and use:
library("SmithWilsonYieldCurve")
Maintained by
Phil Joubert
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-06-19
Latest Update: 2024-07-12
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.
How to cite:
Phil Joubert (2013). SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction. R package version 1.1.1, https://cran.r-project.org/web/packages/SmithWilsonYieldCurve. Accessed 06 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:26), 1.0.1 (2013-06-19 17:42)
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