Re: [R] constructing yieldcurve

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/listinf

[R] constructing yieldcurve

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