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First Major Release

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@grfiv grfiv released this 29 Feb 23:22
· 1 commit to master since this release
v1.0.0
7459b99

  • Added vignette veronesi-ch02, all the examples and figures from Chapter 2 of Veronesi

  • Added vignette veronesi-ch02-Nelson-Seigel, the appendix to Veronesi Chapter 2 showing the Nelson Seigel and Svensson term structure models

  • Added Zbootstrap function

  • Modified FedInvestData function to start at the date following the last date in the historical file

  • Added data-raw/FedInvestHistory_bring_to_current.R to "top off" the FedInvest historical dataset so that as few POSTS as possible have to be made to bring it current

  • Added SP500 and SP500TR to download S&P 500 data

  • Added spot_rate function

  • Added CoerceFedInvest_xts function

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