Hi R users I'm trying to model fx rates with one-factor models like CIR, Vasicek, hull-white etc. Those usually used in the context of interest rate modeling. I was wondering:
1- Would It make sense? I mean, applying short rate models to exchange rates. 2- What would be the best r package i should go to? Is there one specially recomended? Thanks a lot in advanced. Jaimie Enviado desde mi iPhone _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
