TermPremia: Compute the term premia
In MultiATSM: Multicountry Term Structure of Interest Rates Models
TermPremia R Documentation
Compute the term premia
Description
Compute the term premia
Usage
TermPremia(ModelPara, avexp, ModelType, Economies)
Arguments
ModelPara
list of model parameter estimates
avexp
list containing the country-specific pure expected component
ModelType
desired model type
Economies
string-vector containing the names of the economies which are part of the economic system
MultiATSM documentation built on June 8, 2025, 1:59 p.m.
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| TermPremia | R Documentation |
Compute the term premia
Description
Compute the term premia
Usage
TermPremia(ModelPara, avexp, ModelType, Economies)
Arguments
ModelPara |
list of model parameter estimates |
avexp |
list containing the country-specific pure expected component |
ModelType |
desired model type |
Economies |
string-vector containing the names of the economies which are part of the economic system |
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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