Intra_Yields: Fit the cross-section of yields using spline
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Intra_Yields R Documentation
Fit the cross-section of yields using spline
Description
Fit the cross-section of yields using spline
Usage
Intra_Yields(Yields, mat_vec, time_step)
Arguments
Yields
matrix containing country-specific yields (J x T)
mat_vec
vector of maturities expressed in years (J x 1)
time_step
time unit of the model (scalar)
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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| Intra_Yields | R Documentation |
Fit the cross-section of yields using spline
Description
Fit the cross-section of yields using spline
Usage
Intra_Yields(Yields, mat_vec, time_step)
Arguments
Yields |
matrix containing country-specific yields (J x T) |
mat_vec |
vector of maturities expressed in years (J x 1) |
time_step |
time unit of the model (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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