SmithWilsonYieldCurve

cranv1.1.1

Smith-Wilson Yield Curve Construction. Constructs a yield curve by the Smith-Wilson method from a table of libor and swap rates. Now updated to take bond coupons and prices in the same table.

License GPL-3strong copyleft0 versions1 maintainers0 deps73 weekly dl
https://CRAN.R-project.org/package=SmithWilsonYieldCurve
38
/ 100
Health
use with caution

[email protected] low health (38/100) — consider alternatives

  • Low health score (38/100)
Health breakdown0 – 100
5/25
maintenance
0/20
popularity
25/25
security
6/15
maturity
2/15
community
Vulnerabilities
0
none known

Health History

Dependency Tree

License Audit

API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/SmithWilsonYieldCurve

First published · 2024-07-12 15:49:17

Last updated · 2024-07-12T14:20:05+00:00