Package: DeRezende.Ferreira
Type: Package
Title: Zero Coupon Yield Curve Modelling
Version: 0.1.2
Date: 2025-05-25
Authors@R: c(
    person(given = "Oleksandr", family = "Castello", email = "alexander-castello@libero.it", role = c("aut", "cre")),
    person(given = "Marina", family = "Resta", role = "ctb"))
Description: 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.
Depends: R (>= 3.5.0), xts, stats
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2026-10-17 07:18:10 UTC; root
Author: Oleksandr Castello [aut, cre], Marina Resta [ctb]
Maintainer: Oleksandr Castello <alexander-castello@libero.it>
Repository: https://giosvialx.r-universe.dev
Date/Publication: 2025-05-25 22:37:03 UTC
RemoteUrl: https://github.com/cran/DeRezende.Ferreira
RemoteRef: HEAD
RemoteSha: 9ee8b1466735dc49fd9b01558ae1290b7e950293