Published February 29, 2016
| Version v1.0.0
Software
Open
ustreasuries: First Major Release
Description
- ### Added vignette veronesi-ch02, all the examples and figures from Chapter 2 of Veronesi
- ### Added vignette veronesi-ch02-Nelson-Seigel, the appendix to Veronesi Chapter 2 showing the Nelson Seigel and Svensson term structure models
- ### Added Zbootstrap function
- ### Modified FedInvestData function to start at the date following the last date in the historical file
- ### Added data-raw/FedInvestHistory_bring_to_current.R to "top off" the FedInvest historical dataset so that as few POSTS as possible have to be made to bring it current
- ### Added SP500 and SP500TR to download S&P 500 data
- ### Added spot_rate function
- ### Added CoerceFedInvest_xts function
Files
ustreasuries-v1.0.0.zip
Files
(2.7 MB)
| Name | Size | Download all |
|---|---|---|
|
md5:388fac98abe1ebf1cced85444dc3d769
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2.7 MB | Preview Download |
Additional details
Related works
- Is supplement to
- https://github.com/grfiv/ustreasuries/tree/v1.0.0 (URL)