bond.cir | Simulates the values and yields of zero-coupon bonds when the... |
bond.vasicek | Simulates the values and yields of zero-coupon bonds when the... |
data.cir | Yields and maturities simulated from the CIR model. |
data.vasicek | Yields and maturities simulated from the Vasicek model. |
est.cir | Estimates the parameters of the CIR model. |
est.feller | Estimates the parameters of the Feller process. |
est.ou | Estimates the parameters of the Ornstein-Uhlenbeck process.~~ |
est.vasicek | Estimates the parameters of the Vasicek model. ~~ |
get.cir.param | Computes the terms A and B for the price of a zero-coupon... |
get.vasicek.param | Computes the terms A and B for the price of a zero-coupon... |
LogLikCIR | Estimates the parameters of the CIR model. |
LogLikFeller | Estimates the parameters of the Feller process. |
LogLikOU | Estimates the parameters of the Ornstein-Uhlenbeck process. |
LogLikVasicek | Estimates the parameters of the Vasicek model. |
num.jacobian | Compute the symmetric numerical first order derivatives of a... |
sim.cir | Simulates the Feller process. |
sim.n.chi2 | Simulates a non-central chi-square variable. |
sim.vasicek | Simulates the Ornstein-Uhlenbeck process. |
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