[R-SIG-Finance] Term structure

[Keith S Weintraub]

Folks,

I am having a difficult time finding a package that provides functionality whereby I can input a list of Swap rates and maturities  (1m, 3m, 6m, ..., 1yr, 2yr, ..., 30yr...) and get back a data-structure of some kind that will allow me to compute discount factors and/or forwards.

I have looked at termstrc and a few others that seem a bit abstruse or less than useful for my purposes.

Code examples welcome (but not necessary).

Thanks for your time,
KW

--