yieldcurves 0.1.0

• Initial release.
• Nelson-Siegel (1987) and Svensson (1994) yield curve fitting with multi-start optimization and optional observation weights.
• Cubic spline interpolation via stats::splinefun.
• Forward rate extraction (analytical for NS/Svensson, numerical for splines).
• Discount factor computation with continuous, annual, and semi-annual compounding.
• Duration and convexity for zero-coupon bonds via yc_duration().
• Coupon bond duration, modified duration, and convexity via yc_bond_duration() (annual, semi-annual, or continuous compounding).
• Z-spread computation via yc_zspread().
• Key rate durations via yc_key_rate_duration().
• Par-to-zero and zero-to-par rate conversions via bootstrap stripping, supporting annual and semi-annual coupon frequencies.
• Principal component decomposition of yield curve time series.
• Carry and roll-down analysis.
• Slope measures (2s10s, 2s30s, butterfly) and level-slope-curvature decomposition.