fWilson: Wilson function
In SmithWilsonYieldCurve: Smith-Wilson Yield Curve Construction
fWilson R Documentation
Wilson function
Description
Acts as a kernel for regression
Usage
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 Sept. 12, 2024, 7:36 a.m.
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| fWilson | R Documentation |
Wilson function
Description
Acts as a kernel for regression
Usage
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 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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