Package: DeRezende.Ferreira 0.1.2

DeRezende.Ferreira: Zero Coupon Yield Curve Modelling

Modeling the zero coupon yield curve using the dynamic De Rezende and Ferreira (2011) <doi:10.1002/for.1256> five factor model with variable or fixed decaying parameters. For explanatory purposes, the package also includes various short datasets of interest rates for the BRICS countries.

Authors:Oleksandr Castello [aut, cre], Marina Resta [ctb]

DeRezende.Ferreira_0.1.2.tar.gz
DeRezende.Ferreira_0.1.2.zip(r-4.7-any)DeRezende.Ferreira_0.1.2.zip(r-4.6-any)DeRezende.Ferreira_0.1.2.zip(r-4.5-any)
DeRezende.Ferreira_0.1.2.tgz(r-4.6-any)DeRezende.Ferreira_0.1.2.tgz(r-4.5-any)
DeRezende.Ferreira_0.1.2.tar.gz(r-4.7-any)DeRezende.Ferreira_0.1.2.tar.gz(r-4.6-any)
DeRezende.Ferreira_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
DeRezende.Ferreira/json (API)

# Install 'DeRezende.Ferreira' in R:
install.packages('DeRezende.Ferreira', repos = c('https://giosvialx.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 384 downloads 3 exports 3 dependencies

Last updated from:9ee8b14667. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK91
source / vignettesOK175
linux-releaseOK88
macos-releaseOK136
macos-oldrelOK193
windows-develOK67
windows-releaseOK47
windows-oldrelOK69
wasm-releaseOK74

Exports:DRF.5F.ratesDRF.5F.tFixDRF.5F.tVar

Dependencies:latticextszoo