Package: QuantBondCurves
Type: Package
Title: Calculates Bond Values and Interest Rate Curves for Finance
Version: 0.3.3
Authors@R: c(
    person("Camilo", "Díaz", email = "kamodiaz@gmail.com", role = c("aut", "cre", "com")),
    person("Andrés", "Galeano", email = "andres.galeano@quantil.com.co", role = "aut"), 
    person("Julián", "Rojas", email = "julian.rojas@quantil.com.co", role = "aut"), 
    person("Quantil S.A.S", role = c("aut", "cph"))
    )
Maintainer: Camilo Díaz <kamodiaz@gmail.com>
Description: 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).
License: GPL (>= 3)
Encoding: UTF-8
RoxygenNote: 7.3.1
Imports: lubridate, quantdates, Rsolnp
Depends: R (>= 3.5.0)
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, ggplot2
VignetteBuilder: knitr
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-10-22 08:08:31 UTC; root
Author: Camilo Díaz [aut, cre, com], Andrés Galeano [aut], Julián Rojas
        [aut], Quantil S.A.S [aut, cph]
Repository: https://camodays1.r-universe.dev
Date/Publication: 2026-07-05 08:30:17 UTC
RemoteUrl: https://github.com/cran/QuantBondCurves
RemoteRef: HEAD
RemoteSha: 8d09dd5ad9e8b2f238d2c1d187b60241437a0b52