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.
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curl https://depscope.dev/api/check/cran/DeRezende.FerreiraFirst published · 2025-05-27 04:35:27
Last updated · 2025-05-25T21:00:02+00:00