{
  "_id": "6a1ee033b401979e7341075f",
  "Package": "DeRezende.Ferreira",
  "Type": "Package",
  "Title": "Zero Coupon Yield Curve Modelling",
  "Version": "0.1.2",
  "Date": "2025-05-25",
  "Authors@R": "c(\nperson(given = \"Oleksandr\", family = \"Castello\", email = \"alexander-castello@libero.it\", role = c(\"aut\", \"cre\")),\nperson(given = \"Marina\", family = \"Resta\", role = \"ctb\"))",
  "Description": "Modeling the zero coupon yield curve using the dynamic De\nRezende and Ferreira (2011) <doi:10.1002/for.1256> five factor\nmodel with variable or fixed decaying parameters. For\nexplanatory purposes, the package also includes various short\ndatasets of interest rates for the BRICS countries.",
  "License": "GPL (>= 2)",
  "Encoding": "UTF-8",
  "LazyData": "true",
  "RoxygenNote": "6.1.1",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-05-20 07:22:42 UTC",
    "User": "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",
  "MD5sum": "84b0c20263c7e7764cba055d70277b3c",
  "_user": "giosvialx",
  "_type": "src",
  "_file": "DeRezende.Ferreira_0.1.2.tar.gz",
  "_fileid": "372d0109ada942b593c23c1a4da8d7f94b68d85e7c9ccee0c901b78bbc51e59a",
  "_filesize": 201713,
  "_sha256": "372d0109ada942b593c23c1a4da8d7f94b68d85e7c9ccee0c901b78bbc51e59a",
  "_created": "2026-05-20T07:22:42.000Z",
  "_published": "2026-06-02T13:52:51.536Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 79086898092,
      "time": 105,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7103711056"
    },
    {
      "job": 79086898308,
      "time": 98,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7103708846"
    },
    {
      "job": 79086897835,
      "time": 206,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7103722122"
    },
    {
      "job": 79086897008,
      "time": 117,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7103709397"
    },
    {
      "job": 79086896879,
      "time": 145,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7103677764"
    },
    {
      "job": 79086896764,
      "time": 98,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7359657607"
    },
    {
      "job": 79086898493,
      "time": 69,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7103700089"
    },
    {
      "job": 79086898543,
      "time": 66,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7103698996"
    },
    {
      "job": 79086898073,
      "time": 75,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7103701975"
    }
  ],
  "_buildurl": "https://github.com/r-universe/giosvialx/actions/runs/26147672473",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/DeRezende.Ferreira",
  "_commit": {
    "id": "9ee8b1466735dc49fd9b01558ae1290b7e950293",
    "author": "Oleksandr Castello <alexander-castello@libero.it>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 0.1.2\n",
    "time": 1748212623
  },
  "_maintainer": {
    "name": "Oleksandr Castello",
    "email": "alexander-castello@libero.it",
    "login": "giosvialx",
    "description": "",
    "uuid": 99265673
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.5.0",
      "role": "Depends"
    },
    {
      "package": "xts",
      "role": "Depends"
    },
    {
      "package": "stats",
      "role": "Depends"
    }
  ],
  "_owner": "cran",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2025-21",
      "n": 1
    }
  ],
  "_tags": [
    {
      "name": "0.1.2",
      "date": "2025-05-25"
    }
  ],
  "_stars": 0,
  "_contributors": [
    {
      "user": "giosvialx",
      "count": 2,
      "uuid": 99265673
    }
  ],
  "_userbio": {
    "uuid": 99265673,
    "type": "user",
    "name": "giosvialx"
  },
  "_downloads": {
    "count": 584,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/DeRezende.Ferreira"
  },
  "_searchresults": 0,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/DeRezende.Ferreira.html",
    "manual.pdf"
  ],
  "_realowner": "giosvialx",
  "_cranurl": false,
  "_releases": [
    {
      "version": "0.1.0",
      "date": "2019-04-27"
    },
    {
      "version": "0.1.2",
      "date": "2025-05-27"
    }
  ],
  "_exports": [
    "DRF.5F.rates",
    "DRF.5F.tFix",
    "DRF.5F.tVar"
  ],
  "_datasets": [
    {
      "name": "ZC_Brazil",
      "title": "Zero-Coupon interest rates",
      "object": "ZC_Brazil",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Date",
        "X0.5",
        "X0.75",
        "X1",
        "X2",
        "X3",
        "X4",
        "X5",
        "X6",
        "X7",
        "X8",
        "X9",
        "X10"
      ],
      "rows": 10,
      "table": true,
      "tojson": true
    },
    {
      "name": "ZC_China",
      "title": "Zero-Coupon interest rates",
      "object": "ZC_China",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Date",
        "X1",
        "X2",
        "X3",
        "X4",
        "X5",
        "X6",
        "X7",
        "X8",
        "X9",
        "X10",
        "X12",
        "X15",
        "X20",
        "X30"
      ],
      "rows": 10,
      "table": true,
      "tojson": true
    },
    {
      "name": "ZC_India",
      "title": "Zero-Coupon interest rates",
      "object": "ZC_India",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Date",
        "X0.25",
        "X0.5",
        "X0.75",
        "X1",
        "X2",
        "X3",
        "X4",
        "X5",
        "X6",
        "X7",
        "X8",
        "X9",
        "X10",
        "X12",
        "X15",
        "X20",
        "X25",
        "X30"
      ],
      "rows": 10,
      "table": true,
      "tojson": true
    },
    {
      "name": "ZC_Russia",
      "title": "Zero-Coupon interest rates",
      "object": "ZC_Russia",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Date",
        "X0.25",
        "X0.5",
        "X0.75",
        "X1",
        "X2",
        "X3",
        "X5",
        "X7",
        "X10",
        "X15",
        "X20",
        "X30"
      ],
      "rows": 10,
      "table": true,
      "tojson": true
    },
    {
      "name": "ZC_SouthAfrica",
      "title": "Zero-Coupon interest rates",
      "object": "ZC_SouthAfrica",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Date",
        "X0.25",
        "X1",
        "X2",
        "X3",
        "X4",
        "X5",
        "X6",
        "X7",
        "X8",
        "X9",
        "X10",
        "X12",
        "X15",
        "X20",
        "X25",
        "X30"
      ],
      "rows": 10,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "DeRezende.Ferreira-pkg",
      "title": "Zero Coupon Yield Curve Modelling",
      "topics": [
        "DeRezende.Ferreira-package",
        "DeRezende.Ferreira"
      ]
    },
    {
      "page": "DRF.5F.rates",
      "title": "Estimation of spot rates with the De Rezende-Ferreira 5 Factor model",
      "topics": [
        "DRF.5F.rates"
      ]
    },
    {
      "page": "DRF.5F.tFix",
      "title": "Estimation of the De Rezende-Ferreira 5 Factor model's parameters with fixed \\ tau",
      "topics": [
        "DRF.5F.tFix"
      ]
    },
    {
      "page": "DRF.5F.tVar",
      "title": "Estimation of the De Rezende-Ferreira 5 Factor model's parameters with variable \\ tau",
      "topics": [
        "DRF.5F.tVar"
      ]
    },
    {
      "page": "ZC_Brazil",
      "title": "Zero-Coupon interest rates",
      "topics": [
        "ZC_Brazil"
      ]
    },
    {
      "page": "ZC_China",
      "title": "Zero-Coupon interest rates",
      "topics": [
        "ZC_China"
      ]
    },
    {
      "page": "ZC_India",
      "title": "Zero-Coupon interest rates",
      "topics": [
        "ZC_India"
      ]
    },
    {
      "page": "ZC_Russia",
      "title": "Zero-Coupon interest rates",
      "topics": [
        "ZC_Russia"
      ]
    },
    {
      "page": "ZC_SouthAfrica",
      "title": "Zero-Coupon interest rates",
      "topics": [
        "ZC_SouthAfrica"
      ]
    }
  ],
  "_rundeps": [
    "lattice",
    "xts",
    "zoo"
  ],
  "_score": 1,
  "_indexed": true,
  "_nocasepkg": "derezende.ferreira",
  "_universes": [
    "giosvialx"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.1.2",
      "date": "2026-05-20T07:24:25.000Z",
      "distro": "noble",
      "commit": "9ee8b1466735dc49fd9b01558ae1290b7e950293",
      "fileid": "3f46dcb091d67ea59050e836b94a9226316396949ee104230833a7e2db93bb11",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/giosvialx/actions/runs/26147672473"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.1.2",
      "date": "2026-05-20T07:24:20.000Z",
      "distro": "noble",
      "commit": "9ee8b1466735dc49fd9b01558ae1290b7e950293",
      "fileid": "c1b6418d427e20ac577bf0a5a391e731fd6cb0226f662acb210d20aff093f5b4",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/giosvialx/actions/runs/26147672473"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.1.2",
      "date": "2026-05-20T07:25:03.000Z",
      "commit": "9ee8b1466735dc49fd9b01558ae1290b7e950293",
      "fileid": "821c7aee95c0a13c616501233a0f0baa01699559c98d429e1e21328932c6ec6a",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/giosvialx/actions/runs/26147672473"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.1.2",
      "date": "2026-05-20T07:24:27.000Z",
      "commit": "9ee8b1466735dc49fd9b01558ae1290b7e950293",
      "fileid": "d9a0b5a3f19b6ec01fa9b0316a0483c5a87635b0333c6a51fa6438ebc894aa0e",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/giosvialx/actions/runs/26147672473"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.1.2",
      "date": "2026-05-20T07:23:46.000Z",
      "commit": "9ee8b1466735dc49fd9b01558ae1290b7e950293",
      "fileid": "5c8ed0a00e5fe91dfcef856747f63ce68796dd5ab4be1f10d642458621cc55ec",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/giosvialx/actions/runs/26147672473"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.1.2",
      "date": "2026-05-20T07:23:41.000Z",
      "commit": "9ee8b1466735dc49fd9b01558ae1290b7e950293",
      "fileid": "abf5de55e7c64c450ae009816d4fbcccfc8b8e6d6a7f80dfe288bb9914c952f4",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/giosvialx/actions/runs/26147672473"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "0.1.2",
      "date": "2026-05-20T07:23:50.000Z",
      "commit": "9ee8b1466735dc49fd9b01558ae1290b7e950293",
      "fileid": "676fca60166b9e9b776e60925fe198d69619d1d9fb96f6b3091d4106700d2a7b",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/giosvialx/actions/runs/26147672473"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.1.2",
      "date": "2026-06-02T13:52:27.000Z",
      "commit": "9ee8b1466735dc49fd9b01558ae1290b7e950293",
      "fileid": "ce19d09bccb846d370e75656397b2e53be822107b861910f98cbea9005dfb834",
      "status": "success",
      "buildurl": "https://github.com/r-universe/giosvialx/actions/runs/26147672473"
    }
  ]
}