An Interest Rate R Package Plan

(This article was first published on Quantitative Finance Collector, and kindly contributed to R-bloggers)

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, the other one is, both of them don’t cover short interest rate model, unfortunately.

Below is a short plan, help me add it by leaving a comment, thanks.
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Tags – r , package , rate
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