To cite package ‘yrnd’ in publications use:

Arrata W (2026). yrnd: Extracts Risk Neutral Densities of Prices, Money Market Rates and Government Bond Yields from Interest Rates Futures Options Prices. R package version 0.1.3, https://CRAN.R-project.org/package=yrnd.

Corresponding BibTeX entry:

  @Manual{,
    title = {yrnd: Extracts Risk Neutral Densities of Prices, Money
      Market Rates and Government Bond Yields from Interest Rates
      Futures Options Prices},
    author = {William Arrata},
    year = {2026},
    note = {R package version 0.1.3},
    url = {https://CRAN.R-project.org/package=yrnd},
  }