[R-sig-finance] Rmetrics Newbie

Nico ilog at yoda.ing.unibs.it
Wed Jul 27 15:17:13 CEST 2005


I'm very interested on Rmetrics for my university home-work: what I have to do is related to
time series analysis of interest rates.
With Rmetrics, can I compute the spot curve / forward rates starting from quoted instruments
(depos, futeres and swaps)? I don't find any references on this topics, so I hope in your
help...

Thanks in advance,
NC



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