fWilson: Wilson function

Description Usage Arguments

View source: R/fWilson.R

Description

Acts as a kernel for regression

Usage

1
  fWilson(t, u, ufr, alpha)

Arguments

t

a time

u

another time

ufr

the ultimate forward rate

alpha

the spead of reversion to the ultimate forward rate


SmithWilsonYieldCurve documentation built on May 29, 2017, 3:36 p.m.

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