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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "QuantBondCurves" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'QuantBondCurves: Calculates Bond Values and Interest Rate Curves for Finance'
version: 0.3.0
doi: 10.32614/CRAN.package.QuantBondCurves
abstract: '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).'
authors:
- family-names: Díaz
  given-names: Camilo
  email: kamodiaz@gmail.com
- family-names: Galeano
  given-names: Andrés
  email: andres.galeano@quantil.com.co
- family-names: Rojas
  given-names: Julián
  email: julian.rojas@quantil.com.co
- name: Quantil S.A.S
repository: https://camodays1.r-universe.dev
commit: 5a4e9f623e499511f022452076e66a15b1490328
date-released: '2024-05-16'
contact:
- family-names: Díaz
  given-names: Camilo
  email: kamodiaz@gmail.com