Zero Coupon Yield Curve Modelling
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘DeRezende.Ferreira’ version 0.1.0
Help Pages
| DeRezende.Ferreira-package | Zero Coupon Yield Curve Modelling |
| DeRezende.Ferreira | Zero Coupon Yield Curve Modelling |
| DRF.5F.rates | Estimation of spot rates with the De Rezende-Ferreira 5 Factor model |
| DRF.5F.tFix | Estimation of the De Rezende-Ferreira 5 Factor model's parameters with fixed \ tau |
| DRF.5F.tVar | Estimation of the De Rezende-Ferreira 5 Factor model's parameters with variable \ tau |
| ZC_Brazil | Zero-Coupon interest rates |
| ZC_China | Zero-Coupon interest rates |
| ZC_India | Zero-Coupon interest rates |
| ZC_Russia | Zero-Coupon interest rates |
| ZC_SouthAfrica | Zero-Coupon interest rates |