Description Usage Arguments Details
View source: R/estim_nss_couponbonds.R
Estimate Zero-coupon Yield curves assuming a certain spot rate function
1 2 | estimatezcyieldcurve(method, startparam, lambda, objfct, grad_objfct,
constraints, constrOptimOptions, m, cf, weights, p)
|
method |
form of the spot rate function |
startparam |
start parameter vector |
lambda |
parameter for Diebold/Li |
objfct |
objective function, e.g., sum of the weighted squared price errors |
grad_objfct |
gradient |
constraints |
constraints for the solver |
constrOptimOptions |
solver options |
m |
maturities |
cf |
cash flows |
weights |
weights |
p |
prices |
Used as internal helper function
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