Package: termstrc
Type: Package
Title: Term Structure and Credit Spread Estimation
Version: 1.0
Date: 2006-12-15
Author: Robert Ferstl, Josef Hayden
Maintainer: Robert Ferstl <robert.ferstl@wu-wien.ac.at> 
Depends: R (>= 2.4.0)
Description: The package offers several widely-used term structure estimation procedures,  i.e. the parametric Nelson and Siegel approach, Svensson approach and cubic splines.
License: GPL
Packaged: Mon Jul  9 15:40:02 2007; hornik
