Modelling and Estimation of the Yield Curve R package YieldCurve version 5.1 Modelling the yield curve with some parametric models. The models implemented are: Nelson, C.R., and A.F. Siegel (1987) <doi: 10.1086/296409>, Diebold, F.X. and Li, C. (2006) <doi: 10.1016/j.jeconom.2005.03.005> and Svensson, L.E. (1994) <doi: 10.3386/w4871>. The package also includes the data of the term structure of interest rate of Federal Reserve Bank and European Central Bank. Software Depends: R (>= 2.10), xts Sergio Salvino Guirreri <sergioguirreri@gmail.com> Comprehensive R Archive Network (CRAN) Sergio Salvino Guirreri GPL (>= 2) 2022-10-02 application/tgz https://CRAN.R-project.org/package=YieldCurve doi:10.32614/CRAN.package.YieldCurve