fixedincome: Fixed Income Models, Calculations, Data Structures and
Instruments
Fixed income mathematics made easy. A rich set of functions
that helps with calculations of interest rates and fixed income.
It has objects that abstract interest rates, compounding factors, day count rules,
forward rates and term structure of interest rates.
Many interpolation methods and parametric curve models commonly used by practitioners
are implemented.
| Version: |
0.0.2 |
| Depends: |
R (≥ 4.0.0) |
| Imports: |
bizdays (≥ 1.0.0), methods, graphics, stats, grDevices, utils |
| Suggests: |
knitr, rmarkdown, rb3, dplyr, testthat (≥ 3.0.0) |
| Published: |
2022-07-16 |
| Author: |
Wilson Freitas [aut, cre] |
| Maintainer: |
Wilson Freitas <wilson.freitas at gmail.com> |
| BugReports: |
https://github.com/wilsonfreitas/R-fixedincome/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/wilsonfreitas/R-fixedincome |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| In views: |
Finance |
| CRAN checks: |
fixedincome results |
Documentation:
Downloads:
Reverse dependencies:
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