Lambda.r 1.1.0 released

January 25, 2013

This is a quick post to announce lambda.r version 1.1.0 is released and available on CRAN.1 This release has a …

Functional programming with lambda.r

November 20, 2012

After a four month simmer on various back burners and package conflicts, I’m pleased to announce that the successor to …

February 8, 2012

UPDATE: Now with lambda.r Here’s a short example of calculating zero rates and discount factors from cash rates using lambda.r. …

April 25, 2011

UPDATE: Converted to lambda.r. Here’s a short example of using lambda.r for calculating the DV01 of a bond. The basic …