Man pages for SmithWilsonYieldCurve
Smith-Wilson Yield Curve Construction

fCreateCashflowMatrixReturns the matrix of cashflows for the list of instruments
fCreateKernelMatrixCreate the matrix of kernel functions
fCreateTimeVectorExtract a vector of cashflow times in years from a list of...
fFitKernelWeightsSolve for the vector xi of kernel weights
fFitSmithWilsonYieldCurveConstruct the Smith-Wilson yield curve
fFitSmithWilsonYieldCurveToInstrumentsConstruct the Smith-Wilson yield curve
fFitYieldCurveConstructs the ZCB function based on the given market inputs...
fGetCashflowsLiborGets the cashflow schedule for a LIBOR agreement
fGetCashflowsSwapGets the cashflow schedule for a swap
fGetTimesLiborExtract the payment date of a LIBOR agreement in years
fGetTimesSwapExtract the payment dates of a Swap agreement in years
fWilsonWilson function
lines.SmithWilsonYieldCurvePlot generic for SmithWilsonYieldCurve objects
plot.SmithWilsonYieldCurvePlot generic for SmithWilsonYieldCurve objects
points.SmithWilsonYieldCurvePlot generic for SmithWilsonYieldCurve objects
SmithWilsonYieldCurve-packageFit yield curves using the Smith-Wilson method
SmithWilsonYieldCurve documentation built on May 29, 2017, 3:36 p.m.