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| termstrc-package | Term Structure and Credit Spread Estimation |
| aabse | Average Absolute Mean Error |
| bond_prices | Bond Price Calculation |
| bond_yields | Bond Yield Calculation |
| corpbonds | Corporate Bonds |
| create_cashflows_matrix | Cashflows Matrix Creation |
| create_maturities_matrix | Maturity Matrix Creation |
| duration | Duration, modified Duration and Duration based Weights |
| eurobonds | European Government Bonds |
| gi | Cubic Functions |
| loss_function | Loss Function used for the Term Structure Estimation |
| maturity_range | Maturity Range for Bond Data Set |
| nelson_estim | Term Structure and Credit Spread Estimation with Nelson/Siegel and Svensson Method |
| nelson_siegel | Spot Rate Function according to Nelson/Siegel |
| plot.cubicsplines | S3 Plot Method for Cubic Splines |
| plot.nelson | S3 Plot Method |
| print.cubicsplines | S3 Print Method for Cubicsplines |
| print.nelson | S3 Print Method |
| print.summary.cubicsplines | S3 Print Method |
| print.summary.nelson | S3 Print Method |
| rmse | Root Mean Squared Error |
| splines_estim | Term Structure and Credit Spread Estimation with Cubic Splines Method |
| spotrates | Function for the Calculation of the Spot Rates |
| summary.cubicsplines | S3 Summary Method for Cubicsplines |
| summary.nelson | S3 Summary Method |
| svensson | Spot Rate Function according to Svensson |
| termstrc | Term Structure and Credit Spread Estimation |