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depscope/cran/DeRezende.Ferreira

DeRezende.Ferreira

cranv0.1.2

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.

License GPL (>= 2)0 versions1 maintainers2 deps88 weekly dl
https://CRAN.R-project.org/package=DeRezende.Ferreira
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First published · 2025-05-27 04:35:27

Last updated · 2025-05-25T21:00:02+00:00

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