Package: DeRezende.Ferreira
Type: Package
Title: Zero Coupon Yield Curve Modelling
Version: 0.1.2
Date: 2025-05-25
Authors@R: c(
    person(given = "Oleksandr", family = "Castello", email = "alexander-castello@libero.it", role = c("aut", "cre")),
    person(given = "Marina", family = "Resta", role = "ctb"))
Description: Modeling the zero coupon yield curve using the dynamic De Rezende and
             Ferreira (2011) <doi:10.1002/for.1256> five factor model with variable
             or fixed decaying parameters. For explanatory purposes, the package also
             includes various short datasets of interest rates for the BRICS countries. 
Depends: R (>= 3.5.0), xts, stats
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2025-05-25 21:44:33 UTC; User
Repository: CRAN
Date/Publication: 2025-05-25 22:00:02 UTC
Author: Oleksandr Castello [aut, cre],
  Marina Resta [ctb]
Maintainer: Oleksandr Castello <alexander-castello@libero.it>
Built: R 4.3.3; ; 2025-05-25 22:42:03 UTC; unix
