Package: DeRezende.Ferreira
Type: Package
Title: Zero Coupon Yield Curve Modelling
Version: 0.1.0
Date: 2019-04-26
Author: Oleksandr Castello [aut, cre]
        Marina Resta [ctb, cre]
Maintainer: Oleksandr Castello <alexander-castello@libero.it>
Description: Modeling the zero coupon yield curve using the dynamic De Rezende and
             Ferreira (2011) <doi:10.1002/for.1256> five factor model with variable
             or fixed decaying parameters. For explanatory purposes, the package also
             includes various short datasets of interest rates for the BRICS countries. 
Depends: R (>= 3.5.0), xts, stats
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2019-04-26 10:01:49 UTC; User
Repository: CRAN
Date/Publication: 2019-04-27 09:50:03 UTC
Built: R 4.0.5; ; 2022-04-21 08:11:17 UTC; windows
