[R-SIG-Finance] zero coupon yield curve estimation

[Matthew Johnson]

hi,

I see that there are a number of R packages to extract a zero coupon yield
curve from par rates -

In particular the follow two seem to be popular:

'termstrc' <http://cran.r-project.org/web/packages/termstrc/termstrc.pdf>

and

'ycinterextra'
<http://cran.r-project.org/web/packages/ycinterextra/ycinterextra.pdf>

is one or another of them better? or something else?

Can anyone give a summary of the trade offs between these two packages --
and for that matter any of that i have missed?

thanks and best regards

mj

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