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  "Title": "Yield Curve Fitting, Analysis, and Decomposition",
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  "Authors@R": "person(\"Charles\", \"Coverdale\", , \"charlesfcoverdale@gmail.com\", role = c(\"aut\", \"cre\"))",
  "Description": "Fits yield curves using Nelson-Siegel (1987)\n<doi:10.1086/296409>, Svensson (1994) <doi:10.3386/w4871>, and\ncubic spline methods. Extracts forward rates, discount factors,\nand par rates from fitted curves. Computes duration and\nconvexity risk measures. Computes Z-spread and key rate\ndurations. Provides principal component decomposition following\nLitterman and Scheinkman (1991) <doi:10.3905/jfi.1991.692347>,\ncarry and roll-down analysis, and slope measures. All methods\nare pure computation with no external dependencies beyond base\nR; works with yield data from any source.",
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  "Encoding": "UTF-8",
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  "Repository": "https://charlescoverdale.r-universe.dev",
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    {
      "page": "plot.yc_curve",
      "title": "Plot Method for Yield Curve Objects",
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      "page": "plot.yc_pca",
      "title": "Plot Method for Yield Curve PCA Objects",
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      "title": "Print Method for Yield Curve Objects",
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      "page": "print.yc_pca",
      "title": "Print Method for Yield Curve PCA Objects",
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      "topics": [
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      "title": "Fit a Yield Curve",
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