[R] constructing yieldcurve

2012-01-07 Thread André de Boer
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

Re: [R] constructing yieldcurve

2012-01-07 Thread Enrico Schumann
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: