Man pages for SmithWilsonYieldCurve
Smith-Wilson Yield Curve Construction
| fCreateCashflowMatrix | Returns the matrix of cashflows for the list of instruments |
| fCreateKernelMatrix | Create the matrix of kernel functions |
| fCreateTimeVector | Extract a vector of cashflow times in years from a list of... |
| fFitKernelWeights | Solve for the vector xi of kernel weights |
| fFitSmithWilsonYieldCurve | Construct the Smith-Wilson yield curve |
| fFitSmithWilsonYieldCurveToInstruments | Construct the Smith-Wilson yield curve |
| fFitYieldCurve | Constructs the ZCB function based on the given market inputs... |
| fGetCashflowsBond | Gets the cashflow schedule for a bond |
| fGetCashflowsLibor | Gets the cashflow schedule for a LIBOR agreement |
| fGetCashflowsSwap | Gets the cashflow schedule for a swap |
| fGetTimesBond | Extract the payment dates of a Bond in years |
| fGetTimesLibor | Extract the payment date of a LIBOR agreement in years |
| fGetTimesSwap | Extract the payment dates of a Swap agreement in years |
| fWilson | Wilson function |
| lines.SmithWilsonYieldCurve | Plot generic for SmithWilsonYieldCurve objects |
| plot.SmithWilsonYieldCurve | Plot generic for SmithWilsonYieldCurve objects |
| points.SmithWilsonYieldCurve | Plot generic for SmithWilsonYieldCurve objects |
| SmithWilsonYieldCurve-package | Fit yield curves using the Smith-Wilson method |
