Extracts Risk Neutral Densities of Prices, Money Market Rates and Bond Yields from Fixed Income Options


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Documentation for package ‘yrnd’ version 0.1.1

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bond_future_charac_bbg bond_future_charac_bbg
bond_future_price bond_future_price
ctd_bond_yield ctd_bond_yield
stir_future_price stir_future_price
stir_rate stir_rate