AdjustYieldsDates: Makes sure that the time series of yields and risk factors...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Makes sure that the time series of yields and risk factors have coincident sample spans

Description

Makes sure that the time series of yields and risk factors have coincident sample spans

Usage

AdjustYieldsDates(Yields, PdynamicsFactors, Economies)

Arguments

Yields	time series of bond yields (CJ x T1 )
PdynamicsFactors	time series of risk factors (F x T2)
Economies	string-vector containing the names of the economies of the system.

MultiATSM documentation built on April 4, 2025, 1:40 a.m.