Package: MultiATSM
Type: Package
Title: Multicountry Term Structure of Interest Rates Models
Version: 0.3.5
Date: 2023-11-23
Author: Rubens Moura
Maintainer: Rubens Moura <rubens.gtmoura@gmail.com>
Description: Estimation routines for several classes of affine term structure of interest rates models. All the models are based on the single-country unspanned macroeconomic risk framework from Joslin, Priebsch, and Singleton (2014) <doi:10.1111/jofi.12131>. Multicountry extensions such as the ones of Jotikasthira, Le, and Lundblad (2015) <doi:10.1016/j.jfineco.2014.09.004>, Candelon and Moura (2021) <http://hdl.handle.net/2078.1/249985>, and Candelon and Moura (2023) <doi:10.1016/j.econmod.2023.106453> are also available. 
License: GPL-2 | GPL-3
Encoding: UTF-8
RoxygenNote: 7.1.1
Imports: zoo, pracma, wrapr, hablar, ggplot2
Suggests: readxl, readr, magic, Jmisc, functional, cowplot, reshape2,
        sjmisc, stringr, knitr, rmarkdown, bookdown, kableExtra,
        neldermead, magrittr
Depends: R (>= 3.5.0)
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2023-11-23 06:52:27 UTC; rmoura
Repository: CRAN
Date/Publication: 2023-11-23 07:10:02 UTC
Built: R 4.2.0; ; 2023-12-21 20:00:05 UTC; unix
