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 |