The Bond Lab® project would not have been possible without the support of my family and friends. To my wife, Missi, thank your for your neverending support, encouragement, and most importantly, your patience throughout the project. Justin D. Wolf, my best friend, thank you for your tireless efforts editing Investing in Mortgage-Backed and Asset-Backed Securities. You served as a reliable and trusted consultant and editor, meticulously reviewing each sentence, and the conceptual frameworks presented—any remaining ambiguity or grammatical errors are my full responsibility. Frank J. Fabozzi, PhD, CFA—over the years Frank was kind enough to include me in many of his works and together we edited Structured Products and Related Credit Derivatives. This book reflects the insights and experiences gained by working with Frank over many years. Chris J. Carney, your enthusiasm for the Bond Lab project and vision of creating an open source analytic program provided a wellspring of motivation. Steve J. Sinclair, your advice and counsel was invaluable as I navigated the world of object-orientated programming. The R core team, R community, and members of the R-help mailing list provided timely and insightful answers to many of my questions as I developed Bond Lab.
The following R software packages were used for the Bond Lab project. The R packages devtools, roxygen2, and testthat provided the development and documentation environment. In addition, Bond Lab makes use of lubridate, termstrc, and optimx. All the graphics presented herein, with the exception of 13.1, were created using ggplot2 and reshape2, 13.1 was created using GIMP, also open source. I extend my gratitude to the authors and maintainers of these R packages: