fcontrib.dyntermstrc_param: S3 fcontrib Method

In termstrc: Zero-coupon Yield Curve Estimation

Description

S3 fcontrib method for objects of the class "dyntermstrc_param". The function plots the factor contribution of the parameters of the different spot rate functions at a certain point in time.

Usage

## S3 method for class 'dyntermstrc_param'
fcontrib(x, method = "ns", lambda = 0.0609 * 12, index = 1, 
m = 1:10, ylim = NULL, ...)

Arguments

x	object of the class dyntermstrc_param
method	Spot rate function, one of the following "ns","sv","dl","sv"
lambda	additional parameter for "dl" spot rate function.
index	specific point in time
m	maturity spectrum for the plot, e.g., "c(min,max)"
ylim	range of the y axis.
...	further arguments

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