Here’s a short example of calculating zero rates and discount factors from cash rates using futile.paradigm. Of note is how …Continue reading » [Read more...]

This is an exciting release of futile.matrix, which in some ways the package grows up and finds its purpose. It …Continue reading » [Read more...]

Well this certainly took a while but the latest installment of my functional dispatching library for R is finally released …Continue reading » [Read more...]

Here’s a short example of using the futile.paradigm for calculating the DV01 of a bond. The basic idea is to …Continue reading » [Read more...]

I will be speaking at R/Finance 2011 in Chicago at the end of April regarding the futile.paradigm, my R language …Continue reading » [Read more...]

The latest version of futile was released to CRAN yesterday. This release broke out the various functions into self-contained sub-packages …Continue reading » [Read more...]