YieldCurve

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Modelling and Estimation of the Yield Curve

Sergio Salvino Guirreri

Last update: 2 October 2022

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

Software version identifier: 5.1

Source code repository: https://github.com/cran/YieldCurve

Cites work

• Parsimonious Modeling of Yield Curves
• Forecasting the term structure of government bond yields
• Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994

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