YieldsFitAll: Fit yields for all maturities of interest

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Fit yields for all maturities of interest

Description

Fit yields for all maturities of interest

Usage

YieldsFitAll(MatInt, ModelPara, FactorLabels, ModelType, Economies, YLab)

Arguments

MatInt	numerical vector containing the fit maturities of interest
ModelPara	List of model parameter estimates (See the "Optimization" function)
FactorLabels	a string-list based which contains all the labels of all the variables present in the model
ModelType	a string-vector containing the label of the model to be estimated
Economies	a string-vector containing the names of the economies which are part of the economic system
YLab	Label of yields ("Months" or "Yields")

MultiATSM documentation built on April 4, 2025, 1:40 a.m.