Is there a R package that bootstrap yield curve to spot rate curve?

General
1

Hi all,

Is there a R package that bootstrap yield curve to spot rate curve? I tried to search a lot but can't find an answer?
In Matlab, there's financial toolbox allowing us to do curve bootstraping.

2

have you looked around in the R Task View for Empirical Finance? There's also the R-SIG-Finance mailing list that's a good place to find these sorts of things.