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Does anyone know an available LIBOR market model implementation in R?

It should not be too sophisticated, as this is a smaller task of a larger work. I am rather thinking about a similar implementation to this MATLAB one:

https://www.mathworks.com/help/fininst/prepayment-modeling-with-a-two-factor-hull-white-model.html#d117e29680

After having extensively searched on the internet, unfortunately I could not find one in R, to which I am still new, but R is an environment constraint in this case.

I would be more than happy if reinventing the wheel by porting the above code from MATLAB could be avoided. In MATLAB, I have experience, but unfortunately not much in R.

Any help, pointers are highly appreciated. Thank you in advance.

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Result of refined search:

https://rpubs.com/thierrymoudiki/33287

High quality material in R. No need to reinvent the wheel.

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