ImposeStat_Aux: Impose stationary constraint under the risk-neutral measure
In MultiATSM: Multicountry Term Structure of Interest Rates Models
ImposeStat_Aux R Documentation
Impose stationary constraint under the risk-neutral measure
Description
Impose stationary constraint under the risk-neutral measure
Usage
ImposeStat_Aux(yy, ub = 0.9999, lb = 1e-04)
Arguments
yy
numerical vector before imposing stationary constraint
ub
upper bound
lb
lower bound
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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| ImposeStat_Aux | R Documentation |
Impose stationary constraint under the risk-neutral measure
Description
Impose stationary constraint under the risk-neutral measure
Usage
ImposeStat_Aux(yy, ub = 0.9999, lb = 1e-04)
Arguments
yy |
numerical vector before imposing stationary constraint |
ub |
upper bound |
lb |
lower bound |
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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