Y_Fit: Model-implied yields (cross-section)
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Y_Fit R Documentation
Model-implied yields (cross-section)
Description
Model-implied yields (cross-section)
Usage
Y_Fit(ALoad, BLoad, Spa_TS, MatLength, TDim, YieldLab)
Arguments
ALoad
A loadings
BLoad
B loadings
Spa_TS
time series of spanned factors
MatLength
length of the vector of maturities
TDim
Time-series dimension
YieldLab
Label of yields
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| Y_Fit | R Documentation |
Model-implied yields (cross-section)
Description
Model-implied yields (cross-section)
Usage
Y_Fit(ALoad, BLoad, Spa_TS, MatLength, TDim, YieldLab)
Arguments
ALoad |
A loadings |
BLoad |
B loadings |
Spa_TS |
time series of spanned factors |
MatLength |
length of the vector of maturities |
TDim |
Time-series dimension |
YieldLab |
Label of yields |
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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