Nothing
`NSrates` <- function ( Coeff, maturity )
{
Curve <- xts(matrix( 0, nrow(Coeff), length(maturity) ), order.by=time(Coeff))
colnames(Curve) <- make.names(maturity)
Coeff <- as.matrix( Coeff )
for(i in 1:nrow(Curve))
{
Curve[i,] <- as.numeric(Coeff[i,1]) * rep(1, length(maturity)) +
as.numeric(Coeff[i,2]) * as.numeric(.factorBeta1(Coeff[i,4], maturity) ) +
as.numeric(Coeff[i,3]) * as.numeric(.factorBeta2(Coeff[i,4], maturity ))
}
return( Curve )
}
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