fixedincome: Fixed Income Models, Calculations, Data Structures and Instruments

Fixed income mathematics made easy. A rich set of functions that helps with calculations of interest rates and fixed income. It has objects that abstract interest rates, compounding factors, day count rules, forward rates and term structure of interest rates. Many interpolation methods and parametric curve models commonly used by practitioners are implemented.

Version: 0.0.2
Depends: R (≥ 4.0.0)
Imports: bizdays (≥ 1.0.0), methods, graphics, stats, grDevices, utils
Suggests: knitr, rmarkdown, rb3, dplyr, testthat (≥ 3.0.0)
Published: 2022-07-16
Author: Wilson Freitas [aut, cre]
Maintainer: Wilson Freitas <wilson.freitas at gmail.com>
BugReports: https://github.com/wilsonfreitas/R-fixedincome/issues
License: MIT + file LICENSE
URL: https://github.com/wilsonfreitas/R-fixedincome
NeedsCompilation: no
Materials: README NEWS
In views: Finance
CRAN checks: fixedincome results

Documentation:

Reference manual: fixedincome.pdf
Vignettes: Spot Rate Curve Indexing
Spot Rate Curve Interpolation

Downloads:

Package source: fixedincome_0.0.2.tar.gz
Windows binaries: r-devel: fixedincome_0.0.2.zip, r-release: fixedincome_0.0.2.zip, r-oldrel: fixedincome_0.0.2.zip
macOS binaries: r-release (arm64): fixedincome_0.0.2.tgz, r-oldrel (arm64): fixedincome_0.0.2.tgz, r-release (x86_64): fixedincome_0.0.2.tgz, r-oldrel (x86_64): fixedincome_0.0.2.tgz
Old sources: fixedincome archive

Reverse dependencies:

Reverse suggests: rb3

Linking:

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