Posts Tagged ‘ futile ’

Zero rates with futile.paradigm

February 8, 2012
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Zero rates with futile.paradigm

Here’s a short example of calculating zero rates and discount factors from cash rates using futile.paradigm. Of note is how …Continue reading »

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What’s new in futile.matrix 1.1.2

February 7, 2012
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What’s new in futile.matrix 1.1.2

This is an exciting release of futile.matrix, which in some ways the package grows up and finds its purpose. It …Continue reading »

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What’s new in futile.paradigm 2.0.4

February 6, 2012
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What’s new in futile.paradigm 2.0.4

Well this certainly took a while but the latest installment of my functional dispatching library for R is finally released …Continue reading »

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Calculating DV01 using futile.paradigm

April 25, 2011
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Calculating DV01 using futile.paradigm

Here’s a short example of using the futile.paradigm for calculating the DV01 of a bond. The basic idea is to …Continue reading »

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R/Finance 2011

February 23, 2011
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R/Finance 2011

I will be speaking at R/Finance 2011 in Chicago at the end of April regarding the futile.paradigm, my R language …Continue reading »

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New version of R package futile released

April 6, 2010
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New version of R package futile released

The latest version of futile was released to CRAN yesterday. This release broke out the various functions into self-contained sub-packages …Continue reading »

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