[R-sig-finance] fBonds

[Thomas Steiner]

I'd like to calculate forward rates from swap rates and then fit these
fwd-rates to a Svensson family and see how parameters envolve over
time (consistency).
I've read of the R-package fBonds, which could help me a lot. It is
not availible at CRAN or www.metrics.org Does anybody know about its
current state? Is it available to the public somewhere? Are there any
other packages that could help me?
Thanks for suggestions, help and hints
Thomas