fBonds

MaRDI QIDQ7388428CRANFDO

Authors Diethelm Wuertz

Last update 15 November 2017

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 260.71, 260.72, 270.73, 270.74, 2100.75, 2160.76, 3010.77, 3042.78

Description

It implements the Nelson-Siegel and the Nelson-Siegel-Svenssonterm structures.

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