Solve for the vector xi of kernel weights

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Description

Solve for the vector xi of kernel weights

Usage

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  fFitKernelWeights(CashflowMatrix, KernelFunctionMatrix,
    MarketValueVector, BaseZeroVector)

Arguments

CashflowMatrix

A matrix of all cashflows, instruments in rows, times in columns

KernelFunctionMatrix

A matrix of kernel function values

MarketValueVector

A vector of market values of the insturments

BaseZeroVector

A vector of "base" values for the zeros