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fBonds  

Rmetrics - Pricing and Evaluating Bonds
View on CRAN: Click here


Download and install fBonds package within the R console
Install from CRAN:
install.packages("fBonds")

Install from Github:
library("remotes")
install_github("cran/fBonds")

Install by package version:
library("remotes")
install_version("fBonds", "3042.78")



Attach the package and use:
library("fBonds")
Maintained by
Tobias Setz
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2007-10-02
Latest Update: 2017-11-15
Description:
It implements the Nelson-Siegel and the Nelson-Siegel-Svensson term structures.
How to cite:
Tobias Setz (2007). fBonds: Rmetrics - Pricing and Evaluating Bonds. R package version 3042.78, https://cran.r-project.org/web/packages/fBonds. Accessed 25 Jun. 2026.
Previous versions and publish date:
260.71 (2007-10-02 13:17), 260.72 (2007-10-08 21:57), 270.73 (2008-10-23 18:53), 270.74 (2009-04-16 09:00), 2100.75 (2012-10-29 08:58), 2160.76 (2012-12-10 17:26), 3010.77 (2013-12-17 23:16)
Other packages that cited fBonds R package
View fBonds citation profile
Other R packages that fBonds depends, imports, suggests or enhances
Complete documentation for fBonds
Functions, R codes and Examples using the fBonds R package
Some associated functions: 00fBonds-package . TermStructure . 
Some associated R codes: TermStructure.R . zzz.R .  Full fBonds package functions and examples
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