Changes in version 0.1.0 (2026-03-26)                  

  - Initial release.
  - Nelson-Siegel (1987) and Svensson (1994) yield curve fitting with
    multi-start optimization and optional observation weights.
  - Cubic spline interpolation via stats::splinefun.
  - Forward rate extraction (analytical for NS/Svensson, numerical for
    splines).
  - Discount factor computation with continuous, annual, and semi-annual
    compounding.
  - Duration and convexity for zero-coupon bonds via yc_duration().
  - Coupon bond duration, modified duration, and convexity via
    yc_bond_duration() (annual, semi-annual, or continuous compounding).
  - Z-spread computation via yc_zspread().
  - Key rate durations via yc_key_rate_duration().
  - Par-to-zero and zero-to-par rate conversions via bootstrap
    stripping, supporting annual and semi-annual coupon frequencies.
  - Principal component decomposition of yield curve time series.
  - Carry and roll-down analysis.
  - Slope measures (2s10s, 2s30s, butterfly) and level-slope-curvature
    decomposition.