ustreasuries: First Major Release
| Main Author: | George Fisher |
|---|---|
| Format: | info software Journal |
| Terbitan: |
, 2016
|
| Online Access: |
https://zenodo.org/record/46744 |
Daftar Isi:
- ### Added vignette veronesi-ch02, all the examples and figures from Chapter 2 of Veronesi ### Added vignette veronesi-ch02-Nelson-Seigel, the appendix to Veronesi Chapter 2 showing the Nelson Seigel and Svensson term structure models ### Added Zbootstrap function ### Modified FedInvestData function to start at the date following the last date in the historical file ### Added data-raw/FedInvestHistory_bring_to_current.R to "top off" the FedInvest historical dataset so that as few POSTS as possible have to be made to bring it current ### Added SP500 and SP500TR to download S&P 500 data ### Added spot_rate function ### Added CoerceFedInvest_xts function