Hi André,
I think some tools for this are implemented in 'RQuantLib', but you may
want to browse the finance task view:
http://cran.r-project.org/web/views/Finance.html
for finding some other packages. There is also a mailing list dedicated
to finance:
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
There you may get better answers to finance-related questions.
Regards,
Enrico
Am 07.01.2012 11:29, schrieb André de Boer:
Hello,
With which package can I build a yield curve using swap data with the
bootstrapping method?
Thanks for the reaction,
André
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
--
Enrico Schumann
Lucerne, Switzerland
http://nmof.net/
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
