BuildYields_BS: Build the time-series of bond yields for each bootstrap draw

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Build the time-series of bond yields for each bootstrap draw

Description

Build the time-series of bond yields for each bootstrap draw

Usage

BuildYields_BS(
  ModelParaPE,
  ModelType,
  RiskFactors_BS,
  BFull,
  BS_Set,
  Economies
)

Arguments

ModelParaPE	List of point estimates of the model parameter
ModelType	String-vector containing the label of the model to be estimated
RiskFactors_BS	Time-series of the risk factors (F x T)
BFull	B matrix of loadings
BS_Set	Set of bootstrap inputs
Economies	String-vector containing the names of the economies which are part of the economic system

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