[R] constructing yieldcurve

[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:

https://stat.ethz.ch/mailman/listinfo/r-sig-finance

There you may get better answers to finance-related questions.



Regards,
Enrico


Am 07.01.2012 11:29, schrieb 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
>
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>
>
>
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-- 
Enrico Schumann
Lucerne, Switzerland
http://nmof.net/