GetLabels_JLL: Generate the variable labels of the JLL models
In MultiATSM: Multicountry Term Structure of Interest Rates Models
GetLabels_JLL R Documentation
Generate the variable labels of the JLL models
Description
Generate the variable labels of the JLL models
Usage
GetLabels_JLL(NonOrthoFactors, JLLinputs, G)
Arguments
NonOrthoFactors
Risk factors before the orthogonalization (FxT)
JLLinputs
List of necessary inputs to estimate JLL-based setups
G
number of global unspanned factors (scalar)
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| GetLabels_JLL | R Documentation |
Generate the variable labels of the JLL models
Description
Generate the variable labels of the JLL models
Usage
GetLabels_JLL(NonOrthoFactors, JLLinputs, G)
Arguments
NonOrthoFactors |
Risk factors before the orthogonalization (FxT) |
JLLinputs |
List of necessary inputs to estimate JLL-based setups |
G |
number of global unspanned factors (scalar) |
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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