Nelson Seigel & FedInvest bond price download

• Added References in README and project documentation

• Changed OptionGamma to Gamma

• Changed USTreasuryRates to CMTrates

• Changed CAGRd to CAGR, added geometric & continuous

• Added discount factor functions

  • discount_factor, interest_rate

• Cited my use of Prof. Jayanth R Varma's jrvFinance package Lic: GPL (>=2)

• CMTrates modified to to add attr(..., "data.source") <- "CMT"

• Added xts (>= 0.9.7) to DESCRIPTION Imports

• Added Nelson.Siegel, NSrates, NSzeros, Nelson.Siegel.plot, NSzeros.plot

• Added FedInvestData Return treasury bond price data from 2010