estimateyieldcurve: Estimate Zero-coupon Yield Curves
In termstrc: Zero-coupon Yield Curve Estimation

Estimate Zero-coupon Yield curves assuming a certain spot rate function

1 2	estimateyieldcurve(method, y, m, beta, lambda, objfct, grad_objfct, constraints, constrOptimOptions)

`method`	form of the spot rate function
`y`	yields
`m`	maturities
`beta`	parameter vector
`lambda`	parameter for Diebold/Li
`objfct`	objective function
`grad_objfct`	grad_objfct
`constraints`	parameter constraints
`constrOptimOptions`	solver options

internal helper function

termstrc documentation built on May 29, 2017, 1:05 p.m.

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