An Interest Rate R Package Plan
[This article was first published on Quantitative Finance Collector, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
I recently have done some empirical studies on zero-coupon bond modelling and pricing, and plan to create an interest rate R package in order to make it re-usable, as I find there are only two R package on it, one is http://cran.r-project.org/web/packages/termstrc/index.html, the other one is http://cran.r-project.org/web/packages/YieldCurve/index.html, both of them don’t cover short interest rate model, unfortunately.Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
Below is a short plan, help me add it by leaving a comment, thanks.
Tags – r , package , rate
Read the full post at An Interest Rate R Package Plan.
To leave a comment for the author, please follow the link and comment on their blog: Quantitative Finance Collector.
R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.