gi: Cubic Functions
In termstrc: Zero-coupon Yield Curve Estimation
Description
Usage
Arguments
References
Description
Calculation of the cubic functions according to the approach of
McCulloch (1975).
Usage
1
Arguments
t
maturity.
T
knot points.
i
index.
s
number of basis functions.
References
J. Huston McCulloch (1975):
The Tax-Adjusted Yield Curve.
The Journal of Finance, 30 811–830.
termstrc documentation built on May 29, 2017, 1:05 p.m.
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Description Usage Arguments References
Description
Calculation of the cubic functions according to the approach of McCulloch (1975).
Usage
1 |
Arguments
t |
maturity. |
T |
knot points. |
i |
index. |
s |
number of basis functions. |
References
J. Huston McCulloch (1975): The Tax-Adjusted Yield Curve. The Journal of Finance, 30 811–830.
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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