DESCRIPTION

Package: fixedincome
Title: Fixed Income Models, Calculations, Data Structures and Instruments
Version: 0.0.5
Authors@R: person("Wilson", "Freitas", email = "wilson.freitas@gmail.com",
    role = c("aut", "cre"))
License: MIT + file LICENSE
Description: Fixed income mathematics made easy. A rich set of functions 
    that helps with calculations of interest rates and fixed income.
    It has objects that abstract interest rates, compounding factors, day count rules,
    forward rates and term structure of interest rates.
    Many interpolation methods and parametric curve models commonly used by practitioners
    are implemented.
URL: https://github.com/wilsonfreitas/R-fixedincome
BugReports: https://github.com/wilsonfreitas/R-fixedincome/issues
Depends:
    R (>= 4.0.0),
Imports:
    bizdays (>= 1.0.0),
    methods,
    graphics,
    stats,
    grDevices,
    utils,
    ggplot2,
    scales
Suggests: 
    knitr,
    rmarkdown,
    rb3,
    dplyr,
    testthat (>= 3.0.0)
Collate:
    "fixedincome-internal.R"
    "utils.R"
    "term-class.R"
    "daycount-class.R"
    "compounding-class.R"
    "interpolation-class.R"
    "spotrate-class.R"
    "spotratecurve-class.R"
    "spotratecurve-interpolation.R"
    "spotratecurve-interpolation-nelsonsiegel.R"
    "plot.R"
    "autoplot.R"
    "forwardrate-class.R"
    "compound-method.R"
    "hidden.R"
    "zzz.R"
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.2.1
Encoding: UTF-8
LazyData: true
Config/testthat/edition: 3
VignetteBuilder: knitr