Hi,
I am working on project to build a model for analysing Mortgage-backed
securities.
I am doing this as a part of my summer project.
After much thought I have decided on using R for doing this modelling.
One of the steps in this model is making an interest rate model to generate
interest rate paths in time.
My question is..
Is any package available to do the same in R?
or I will have to build a function myself from scratch?
Any kind of help will be appreciated.
Thank You
David Flash.
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