Values different types of assets and calibrates discount curves for quantitative financial analysis. It covers fixed coupon assets, floating note assets, interest and cross currency swaps with different payment frequencies. Enables the calibration of spot, instantaneous forward and basis curves, making it a powerful tool for accurate and flexible bond valuation and curve generation. The valuation and calibration techniques presented here are consistent with industry standards and incorporates author's own calculations. Tuckman, B., Serrat, A. (2022, ISBN: 978-1-119-83555-4).
Version: 0.3.2 Depends: R (≥ 3.5.0) Imports: lubridate, quantdates, Rsolnp Suggests: testthat (≥ 3.0.0), knitr, rmarkdown, ggplot2 Published: 2025-07-06 DOI: 10.32614/CRAN.package.QuantBondCurves Author: Camilo DÃaz [aut, cre, com], Andrés Galeano [aut], Julián Rojas [aut], Quantil S.A.S [aut, cph] Maintainer: Camilo DÃaz <kamodiaz at gmail.com> License: GPL (≥ 3) NeedsCompilation: no Materials: README NEWS CRAN checks: QuantBondCurves results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=QuantBondCurves to link to this page.
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