[R-SIG-Finance] Modeling FX rates

[Jaimie]

Hi R users

I'm trying to model fx rates with one-factor models like CIR, Vasicek, hull-white etc. Those usually used in the context of interest rate modeling. 
I was wondering:

1- Would It make sense? I mean, applying short rate models to exchange rates. 

2- What would be the best r package i should go to? Is there one specially recomended?

Thanks a lot in advanced.

Jaimie

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