CheckJLLinputs: Check consistency of the inputs provided in JLL-based models
In MultiATSM: Multicountry Term Structure of Interest Rates Models
CheckJLLinputs R Documentation
Check consistency of the inputs provided in JLL-based models
Description
Check consistency of the inputs provided in JLL-based models
Usage
CheckJLLinputs(RiskFactorsNonOrtho, JLLinputs)
Arguments
RiskFactorsNonOrtho
Risk factors before the orthogonalization (FxT)
JLLinputs
List of necessary inputs to estimate JLL-based setups
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| CheckJLLinputs | R Documentation |
Check consistency of the inputs provided in JLL-based models
Description
Check consistency of the inputs provided in JLL-based models
Usage
CheckJLLinputs(RiskFactorsNonOrtho, JLLinputs)
Arguments
RiskFactorsNonOrtho |
Risk factors before the orthogonalization (FxT) |
JLLinputs |
List of necessary inputs to estimate JLL-based setups |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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