Published February 9, 2016 | Version v1
Software Open

ustreasuries: Nelson Seigel & FedInvest bond price download

Authors/Creators

  • 1. George Fisher Advisors LLC

Description

  • ### Added References in README and project documentation
  • ### Changed OptionGamma to Gamma
  • ### Changed USTreasuryRates to CMTrates
  • ### Changed CAGRd to CAGR, added geometric & continuous
  • ### Added discount factor functions
    • ### discount_factor, interest_rate
  • ### Cited my use of Prof. Jayanth R Varma's jrvFinance package Lic: GPL (>=2)
  • ### CMTrates modified to to add attr(..., "data.source") <- "CMT"
  • ### Added xts (>= 0.9.7) to DESCRIPTION Imports
  • ### Added Nelson.Siegel, NSrates, NSzeros, Nelson.Siegel.plot, NSzeros.plot
  • ### Added FedInvestData Return treasury bond price data from 2010

Files

ustreasuries-v0.0.0.9004.zip

Files (2.7 MB)

Name Size
md5:df9a0f5fea1f1a1ec4a5112e7becf914
2.7 MB Preview Download

Additional details

Related works

Is supplement to
https://github.com/grfiv/ustreasuries/tree/v0.0.0.9004 (URL)